+745.6%
IWD vs EL
+616.4%
+129.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | +1.3% | +8.0% | -6.8% | -1.1% |
| 30D | +3.6% | +15.4% | -11.8% | -0.9% |
| 3M | +2.3% | +28.5% | -26.2% | -5.8% |
| 6M | +13.0% | +32.2% | -19.2% | +2.4% |
| YTD | +26.2% | +9.2% | +17.0% | +18.8% |
| 1Y | +30.5% | +30.8% | -0.3% | +15.8% |
| 3Y | +86.2% | +3.7% | +82.5% | +65.6% |
| 5Y | +72.9% | -64.8% | +137.7% | +114.5% |
| 10Y | +205.0% | +60.0% | +145.0% | +114.2% |
| All | +745.6% | +616.4% | +129.1% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling