+728.9%
IWD vs EAT
+2,081.2%
-1,352.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -0.5% | -2.6% | +2.2% | 0.0% |
| 30D | +2.7% | +11.5% | -8.8% | +0.2% |
| 3M | +0.9% | -9.1% | +10.0% | +2.0% |
| 6M | +10.5% | +40.4% | -29.9% | +2.1% |
| YTD | +23.7% | +43.9% | -20.2% | +12.7% |
| 1Y | +28.7% | +101.9% | -73.2% | +9.2% |
| 3Y | +79.7% | +489.9% | -410.2% | +17.7% |
| 5Y | +69.7% | +362.6% | -293.0% | +11.5% |
| 10Y | +211.4% | +385.7% | -174.3% | +73.4% |
| All | +728.9% | +2,081.2% | -1,352.2% | +183.9% |
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