+205.0%
IWD vs ED
+132.0%
+73.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +3.6% | +11.6% | -8.0% | -0.2% |
| 3M | +2.3% | +10.5% | -8.2% | -1.2% |
| 6M | +13.0% | +13.2% | -0.2% | +8.0% |
| YTD | +26.2% | +22.1% | +4.0% | +17.0% |
| 1Y | +30.5% | +24.2% | +6.3% | +20.2% |
| 3Y | +86.2% | +46.9% | +39.3% | +58.2% |
| 5Y | +72.9% | +80.8% | -7.9% | +34.2% |
| 10Y | +205.0% | +134.3% | +70.8% | +128.3% |
| All | +205.0% | +132.0% | +73.0% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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