+4,920.3%
ETN vs IWD
+747.8%
+4,172.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +3.6% | +2.3% | +1.3% | +1.1% |
| 30D | -13.4% | +3.6% | -17.0% | -17.0% |
| 3M | -21.9% | +2.2% | -24.1% | -24.0% |
| 6M | -12.8% | +13.0% | -25.7% | -24.0% |
| YTD | +12.1% | +26.5% | -14.4% | -13.7% |
| 1Y | +0.8% | +30.1% | -29.3% | -24.7% |
| 3Y | +64.5% | +84.9% | -20.4% | -16.3% |
| 5Y | +121.7% | +73.4% | +48.4% | +21.8% |
| 10Y | +542.2% | +204.0% | +338.2% | +96.1% |
| All | +4,920.3% | +747.8% | +4,172.5% | +473.1% |
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