+675.9%
ETN vs IWD
+201.1%
+474.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | +3.0% | -2.3% | +5.4% | +6.1% |
| 30D | -10.9% | -1.8% | -9.1% | -9.0% |
| 3M | +9.2% | +8.0% | +1.2% | -0.9% |
| 6M | +13.9% | +17.0% | -3.1% | -5.9% |
| YTD | +29.5% | +21.3% | +8.3% | +2.5% |
| 1Y | +14.2% | +27.9% | -13.7% | -15.3% |
| 3Y | +79.9% | +70.1% | +9.8% | -5.1% |
| 5Y | +175.7% | +74.2% | +101.5% | +41.4% |
| All | +675.9% | +201.1% | +474.8% | +96.0% |
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