+745.7%
IWD vs EAT
+1,960.6%
-1,214.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.8% |
| 7D | +1.6% | -5.9% | +7.5% | +2.7% |
| 30D | +3.6% | +0.7% | +2.9% | +3.1% |
| 3M | +2.0% | -14.2% | +16.3% | +4.3% |
| 6M | +13.1% | +40.7% | -27.7% | +4.4% |
| YTD | +26.2% | +36.0% | -9.8% | +16.2% |
| 1Y | +29.6% | +83.1% | -53.5% | +12.0% |
| 3Y | +84.3% | +474.8% | -390.5% | +21.3% |
| 5Y | +73.4% | +347.6% | -274.2% | +14.7% |
| 10Y | +202.4% | +321.5% | -119.1% | +73.7% |
| All | +745.7% | +1,960.6% | -1,214.9% | +192.7% |
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