+28.9%
IWD vs EL
+15.2%
+13.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -0.8% | +15.5% | -16.3% | -2.3% |
| 3M | +8.0% | +20.6% | -12.5% | +5.8% |
| 6M | +18.2% | +10.5% | +7.7% | +16.2% |
| YTD | +22.3% | -1.9% | +24.2% | +20.7% |
| 1Y | +28.9% | +16.1% | +12.8% | +24.6% |
| All | +28.9% | +15.2% | +13.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling