+285.2%
IWD vs ESI
+197.1%
+88.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.8% |
| 7D | +1.3% | -3.5% | +4.7% | +1.9% |
| 30D | +3.6% | -9.3% | +12.8% | +5.6% |
| 3M | +2.3% | -12.8% | +15.1% | +4.9% |
| 6M | +13.0% | -24.6% | +37.6% | +18.9% |
| YTD | +26.2% | +32.7% | -6.6% | +14.4% |
| 1Y | +30.5% | +20.3% | +10.2% | +21.0% |
| 3Y | +86.2% | +80.2% | +6.0% | +53.6% |
| 5Y | +72.9% | +40.0% | +32.9% | +49.1% |
| 10Y | +205.0% | +310.8% | -105.7% | +102.6% |
| All | +285.2% | +197.1% | +88.1% | +174.5% |
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