+84.3%
IWD vs ES
+46.6%
+37.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +3.6% | +5.9% | -2.3% | +2.4% |
| 3M | +2.0% | -1.0% | +3.1% | +2.2% |
| 6M | +13.1% | +7.2% | +5.9% | +11.2% |
| YTD | +26.2% | +7.0% | +19.2% | +23.8% |
| 1Y | +29.6% | +0.5% | +29.1% | +28.5% |
| 3Y | +84.3% | +48.7% | +35.7% | +62.8% |
| All | +84.3% | +46.6% | +37.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling