-7.4%
EW vs IWD
+74.1%
-81.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | +6.5% | -0.6% | +7.0% | +6.9% |
| 30D | +22.5% | +3.6% | +18.9% | +18.7% |
| 3M | +13.0% | +2.7% | +10.3% | +10.3% |
| 6M | +37.1% | +13.2% | +23.9% | +22.7% |
| YTD | +24.1% | +26.8% | -2.6% | +0.3% |
| 1Y | +24.2% | +29.3% | -5.0% | -1.4% |
| 3Y | +64.8% | +85.1% | -20.4% | -10.4% |
| 5Y | -7.4% | +74.2% | -81.6% | -43.9% |
| All | -7.4% | +74.1% | -81.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling