+84.9%
IWD vs ED
+50.2%
+34.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +2.1% |
| 30D | +3.6% | +10.4% | -6.8% | +2.5% |
| 3M | +2.2% | +12.5% | -10.4% | +0.9% |
| 6M | +13.0% | +14.9% | -2.0% | +11.3% |
| YTD | +26.5% | +24.8% | +1.7% | +23.1% |
| 1Y | +30.1% | +23.8% | +6.3% | +26.7% |
| 3Y | +84.9% | +51.6% | +33.2% | +66.6% |
| All | +84.9% | +50.2% | +34.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling