+1,699.3%
EBAY vs IWD
+726.5%
+972.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.6% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -6.7% | +0.6% | -7.3% | -7.2% |
| 3M | -5.0% | +7.2% | -12.2% | -11.5% |
| 6M | +14.6% | +16.2% | -1.6% | -1.5% |
| YTD | +19.8% | +23.3% | -3.5% | -2.8% |
| 1Y | +12.6% | +29.6% | -17.0% | -13.0% |
| 3Y | +141.0% | +70.5% | +70.5% | +40.8% |
| 5Y | +47.5% | +73.5% | -25.9% | -14.0% |
| 10Y | +263.3% | +198.3% | +65.0% | +14.7% |
| All | +1,699.3% | +726.5% | +972.8% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling