+131.6%
EW vs IWD
+198.0%
-66.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | -0.3% | -0.3% | -0.1% | -0.1% |
| 30D | +1.0% | +0.6% | +0.5% | +0.5% |
| 3M | +2.8% | +7.2% | -4.4% | -3.5% |
| 6M | +5.5% | +16.2% | -10.7% | -7.9% |
| YTD | +5.5% | +23.3% | -17.9% | -12.8% |
| 1Y | +11.0% | +29.6% | -18.5% | -12.3% |
| 3Y | +17.7% | +70.5% | -52.8% | -28.7% |
| 5Y | -25.7% | +73.5% | -99.2% | -55.5% |
| All | +131.6% | +198.0% | -66.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling