+201.0%
IWD vs ED
+143.7%
+57.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | +3.2% | +10.7% | -7.5% | -0.3% |
| 3M | +2.3% | +11.6% | -9.3% | -1.6% |
| 6M | +12.9% | +13.5% | -0.6% | +7.8% |
| YTD | +26.2% | +23.1% | +3.1% | +16.7% |
| 1Y | +28.3% | +23.1% | +5.2% | +18.5% |
| 3Y | +84.4% | +47.9% | +36.4% | +56.3% |
| 5Y | +73.0% | +83.9% | -10.9% | +33.3% |
| All | +201.0% | +143.7% | +57.3% | +123.4% |
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