-14.6%
EW vs IWD
+68.9%
-83.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +11.0% | -0.5% | +11.5% | +11.4% |
| 30D | +19.1% | +2.7% | +16.4% | +16.3% |
| 3M | +14.4% | +0.9% | +13.5% | +13.4% |
| 6M | +22.8% | +10.5% | +12.2% | +12.1% |
| YTD | +19.8% | +23.7% | -3.9% | -1.2% |
| 1Y | +23.9% | +28.7% | -4.8% | -1.4% |
| 3Y | +52.2% | +79.7% | -27.5% | -14.9% |
| All | -14.6% | +68.9% | -83.4% | -46.9% |
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