-28.7%
ETHA vs IWD
+46.6%
-75.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +2.8% |
| 7D | +2.7% | -0.2% | +2.9% | +3.1% |
| 30D | +29.4% | -0.8% | +30.2% | +31.4% |
| 3M | +47.2% | +8.0% | +39.1% | +24.0% |
| 6M | +25.4% | +18.2% | +7.2% | -13.0% |
| YTD | -16.5% | +22.3% | -38.9% | -45.8% |
| 1Y | -42.3% | +28.9% | -71.2% | -66.1% |
| All | -28.7% | +46.6% | -75.2% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling