+194.7%
IWD vs ESI
+307.6%
-112.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.2% | +5.4% | -5.5% | -1.8% |
| 30D | -0.8% | -4.2% | +3.4% | +0.3% |
| 3M | +8.0% | -9.6% | +17.6% | +10.0% |
| 6M | +18.2% | +18.3% | -0.1% | +9.3% |
| YTD | +22.3% | +45.8% | -23.5% | +5.0% |
| 1Y | +28.9% | +39.2% | -10.3% | +11.8% |
| 3Y | +71.5% | +86.3% | -14.7% | +31.4% |
| 5Y | +73.6% | +76.2% | -2.6% | +32.2% |
| 10Y | +194.7% | +306.8% | -112.1% | +62.1% |
| All | +194.7% | +307.6% | -112.9% | +62.1% |
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