+204.6%
IWD vs ED
+141.1%
+63.5%
-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 | -0.6% | -0.9% | +0.4% | -0.3% |
| 30D | +3.6% | +11.2% | -7.6% | -0.1% |
| 3M | +2.7% | +11.8% | -9.1% | -1.2% |
| 6M | +13.2% | +14.1% | -0.9% | +7.9% |
| YTD | +26.8% | +23.0% | +3.8% | +17.3% |
| 1Y | +29.3% | +23.7% | +5.6% | +19.2% |
| 3Y | +85.1% | +47.7% | +37.4% | +57.0% |
| 5Y | +74.2% | +82.6% | -8.4% | +34.6% |
| 10Y | +204.6% | +141.8% | +62.8% | +126.4% |
| All | +204.6% | +141.1% | +63.5% | +126.4% |
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