-29.2%
ETHA vs IWD
+45.7%
-74.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | +0.5% |
| 7D | +2.9% | -1.2% | +4.1% | +5.6% |
| 30D | +31.4% | -1.6% | +33.0% | +35.9% |
| 3M | +48.9% | +7.0% | +41.9% | +28.1% |
| 6M | +20.9% | +17.0% | +3.9% | -14.2% |
| YTD | -17.2% | +21.6% | -38.8% | -45.5% |
| 1Y | -42.8% | +28.0% | -70.8% | -65.9% |
| All | -29.2% | +45.7% | -74.9% | -70.4% |
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