+200.5%
IWD vs EAT
+370.1%
-169.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.1% |
| 7D | -1.2% | -6.8% | +5.6% | -0.1% |
| 30D | -1.6% | -5.4% | +3.7% | -1.0% |
| 3M | +7.0% | +42.8% | -35.7% | +0.7% |
| 6M | +17.0% | +56.5% | -39.5% | +7.8% |
| YTD | +21.6% | +50.0% | -28.4% | +12.5% |
| 1Y | +28.0% | +38.3% | -10.3% | +19.4% |
| 3Y | +70.6% | +591.6% | -521.1% | +18.0% |
| 5Y | +73.3% | +312.6% | -239.3% | +25.8% |
| 10Y | +200.5% | +381.4% | -180.9% | +93.2% |
| All | +200.5% | +370.1% | -169.6% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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