+74.9%
IWD vs EL
-67.1%
+142.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +0.6% | +19.8% | -19.3% | -2.8% |
| 3M | +7.2% | +25.7% | -18.5% | +2.7% |
| 6M | +16.2% | +5.4% | +10.8% | +14.1% |
| YTD | +23.3% | +0.2% | +23.1% | +21.4% |
| 1Y | +29.6% | +20.4% | +9.1% | +22.6% |
| 3Y | +70.5% | -32.1% | +102.6% | +75.3% |
| All | +74.9% | -67.1% | +142.1% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling