+74.9%
IWD vs ES
-5.6%
+80.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.6% | -2.0% | +2.5% | +1.1% |
| 3M | +7.2% | +1.7% | +5.5% | +6.6% |
| 6M | +16.2% | -3.5% | +19.7% | +17.0% |
| YTD | +23.3% | +7.9% | +15.4% | +20.1% |
| 1Y | +29.6% | +17.2% | +12.4% | +22.1% |
| 3Y | +70.5% | +29.3% | +41.2% | +53.1% |
| All | +74.9% | -5.6% | +80.6% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling