+726.5%
IWD vs ES
+673.4%
+53.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.6% | -2.0% | +2.5% | +1.4% |
| 3M | +7.2% | +1.7% | +5.5% | +6.2% |
| 6M | +16.2% | -3.5% | +19.7% | +17.4% |
| YTD | +23.3% | +7.9% | +15.4% | +18.4% |
| 1Y | +29.6% | +17.2% | +12.4% | +18.9% |
| 3Y | +70.5% | +29.3% | +41.2% | +45.8% |
| 5Y | +73.5% | -5.7% | +79.2% | +69.2% |
| 10Y | +198.3% | +85.2% | +113.1% | +102.7% |
| All | +726.5% | +673.4% | +53.1% | +170.3% |
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