+79.7%
IWD vs ESI
+67.9%
+11.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -0.5% | -8.5% | +8.1% | +1.2% |
| 30D | +2.7% | -15.7% | +18.3% | +5.9% |
| 3M | +0.9% | -18.2% | +19.1% | +4.5% |
| 6M | +10.5% | -28.8% | +39.4% | +17.1% |
| YTD | +23.7% | +26.3% | -2.6% | +11.3% |
| 1Y | +28.7% | +18.2% | +10.5% | +17.8% |
| 3Y | +79.7% | +68.1% | +11.6% | +42.3% |
| All | +79.7% | +67.9% | +11.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling