+194.7%
IWD vs ED
+104.2%
+90.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -0.8% | +1.1% | -1.9% | -1.2% |
| 3M | +8.0% | +4.6% | +3.4% | +6.2% |
| 6M | +18.2% | -2.0% | +20.2% | +18.6% |
| YTD | +22.3% | +11.7% | +10.6% | +17.1% |
| 1Y | +28.9% | +15.7% | +13.1% | +21.5% |
| 3Y | +71.5% | +34.4% | +37.2% | +50.4% |
| 5Y | +73.6% | +67.3% | +6.3% | +38.5% |
| 10Y | +194.7% | +104.0% | +90.7% | +126.2% |
| All | +194.7% | +104.2% | +90.5% | +126.2% |
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