+202.4%
IWD vs ESI
+306.3%
-103.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.6% | -6.6% | +8.2% | +3.5% |
| 30D | +3.6% | -9.8% | +13.4% | +6.3% |
| 3M | +2.0% | -11.9% | +14.0% | +5.0% |
| 6M | +13.1% | -25.1% | +38.1% | +20.8% |
| YTD | +26.2% | +31.9% | -5.7% | +10.4% |
| 1Y | +29.6% | +19.2% | +10.4% | +17.0% |
| 3Y | +84.3% | +76.2% | +8.2% | +41.5% |
| 5Y | +73.4% | +39.4% | +34.0% | +40.9% |
| 10Y | +202.4% | +304.9% | -102.4% | +65.4% |
| All | +202.4% | +306.3% | -103.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling