+544.6%
ETN vs IWD
+203.0%
+341.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.0% |
| 7D | +3.6% | +2.3% | +1.3% | +0.8% |
| 30D | -13.4% | +3.6% | -17.0% | -17.4% |
| 3M | -21.9% | +2.2% | -24.1% | -24.2% |
| 6M | -12.8% | +13.0% | -25.7% | -25.2% |
| YTD | +12.1% | +26.5% | -14.4% | -16.0% |
| 1Y | +0.8% | +30.1% | -29.3% | -26.9% |
| 3Y | +64.5% | +84.9% | -20.4% | -21.8% |
| 5Y | +121.7% | +73.4% | +48.4% | +14.4% |
| All | +544.6% | +203.0% | +341.6% | +73.6% |
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