+276.6%
IWD vs ESI
+224.6%
+51.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.4% |
| 7D | -0.3% | +3.3% | -3.6% | -1.1% |
| 30D | +0.6% | -5.9% | +6.5% | +1.9% |
| 3M | +7.2% | -14.1% | +21.3% | +10.2% |
| 6M | +16.2% | +6.6% | +9.6% | +12.4% |
| YTD | +23.3% | +45.0% | -21.7% | +10.2% |
| 1Y | +29.6% | +41.5% | -11.9% | +16.0% |
| 3Y | +70.5% | +78.8% | -8.3% | +41.7% |
| 5Y | +73.5% | +70.9% | +2.6% | +43.5% |
| 10Y | +198.3% | +317.1% | -118.8% | +96.6% |
| All | +276.6% | +224.6% | +51.9% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling