+726.5%
IWD vs EAT
+2,330.9%
-1,604.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.6% | +1.9% | -1.3% | 0.0% |
| 3M | +7.2% | +68.7% | -61.4% | -3.7% |
| 6M | +16.2% | +66.9% | -50.7% | +3.7% |
| YTD | +23.3% | +60.4% | -37.1% | +10.5% |
| 1Y | +29.6% | +44.0% | -14.4% | +17.8% |
| 3Y | +70.5% | +604.7% | -534.2% | +8.1% |
| 5Y | +73.5% | +347.0% | -273.6% | +15.1% |
| 10Y | +198.3% | +390.8% | -192.4% | +67.1% |
| All | +726.5% | +2,330.9% | -1,604.4% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling