+268.1%
EBAY vs IWD
+195.0%
+73.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.6% |
| 7D | -3.0% | -1.2% | -1.8% | -2.1% |
| 30D | -3.6% | -1.6% | -2.0% | -2.3% |
| 3M | -4.4% | +7.0% | -11.5% | -9.5% |
| 6M | +12.1% | +17.0% | -4.9% | -1.3% |
| YTD | +19.9% | +21.6% | -1.7% | +2.5% |
| 1Y | +13.4% | +28.0% | -14.6% | -6.9% |
| 3Y | +150.5% | +70.6% | +79.9% | +63.1% |
| 5Y | +54.8% | +73.3% | -18.5% | +0.9% |
| 10Y | +268.1% | +200.5% | +67.6% | +64.5% |
| All | +268.1% | +195.0% | +73.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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