+726.5%
IWD vs EL
+557.5%
+169.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.6% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +0.6% | +19.8% | -19.3% | -5.2% |
| 3M | +7.2% | +25.7% | -18.5% | -0.6% |
| 6M | +16.2% | +5.4% | +10.8% | +12.2% |
| YTD | +23.3% | +0.2% | +23.1% | +19.5% |
| 1Y | +29.6% | +20.4% | +9.1% | +17.7% |
| 3Y | +70.5% | -32.1% | +102.6% | +73.3% |
| 5Y | +73.5% | -67.2% | +140.7% | +119.8% |
| 10Y | +198.3% | +31.7% | +166.6% | +123.7% |
| All | +726.5% | +557.5% | +169.0% | +207.0% |
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