+69.3%
IWD vs EAT
+361.6%
-292.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.5% | -2.6% | +2.2% | -0.1% |
| 30D | +2.7% | +11.5% | -8.8% | +1.0% |
| 3M | +0.9% | -9.1% | +10.0% | +1.7% |
| 6M | +10.5% | +40.4% | -29.9% | +4.4% |
| YTD | +23.7% | +43.9% | -20.2% | +15.6% |
| 1Y | +28.7% | +101.9% | -73.2% | +13.9% |
| 3Y | +79.7% | +489.9% | -410.2% | +28.3% |
| All | +69.3% | +361.6% | -292.3% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling