+728.9%
IWD vs ES
+669.2%
+59.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.9% |
| 7D | -0.5% | +1.9% | -2.3% | -1.3% |
| 30D | +2.7% | +7.1% | -4.4% | -0.4% |
| 3M | +0.9% | -1.9% | +2.8% | +1.5% |
| 6M | +10.5% | +4.4% | +6.2% | +7.9% |
| YTD | +23.7% | +7.3% | +16.4% | +18.7% |
| 1Y | +28.7% | +2.1% | +26.6% | +25.5% |
| 3Y | +79.7% | +41.8% | +37.9% | +47.5% |
| 5Y | +69.7% | +1.4% | +68.2% | +59.8% |
| 10Y | +211.4% | +86.8% | +124.7% | +110.4% |
| All | +728.9% | +669.2% | +59.8% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling