+745.7%
IWD vs EL
+618.1%
+127.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.6% | +7.6% | -6.1% | -0.6% |
| 30D | +3.6% | +15.7% | -12.1% | -0.9% |
| 3M | +2.0% | +30.5% | -28.5% | -6.5% |
| 6M | +13.1% | +32.5% | -19.5% | +2.3% |
| YTD | +26.2% | +9.4% | +16.7% | +18.8% |
| 1Y | +29.6% | +28.4% | +1.2% | +15.7% |
| 3Y | +84.3% | +4.4% | +79.9% | +63.6% |
| 5Y | +73.4% | -64.5% | +137.9% | +114.6% |
| 10Y | +202.4% | +64.9% | +137.6% | +110.3% |
| All | +745.7% | +618.1% | +127.5% | +205.0% |
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