-29.4%
ETHA vs IWD
+47.8%
-77.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +1.5% |
| 30D | +27.9% | +0.6% | +27.3% | +26.2% |
| 3M | +38.3% | +7.2% | +31.1% | +19.1% |
| 6M | +14.0% | +16.2% | -2.2% | -17.7% |
| YTD | -17.4% | +23.3% | -40.8% | -47.3% |
| 1Y | -42.7% | +29.6% | -72.2% | -66.7% |
| All | -29.4% | +47.8% | -77.2% | -71.3% |
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