+373.4%
ETR vs IWD
+203.8%
+169.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +1.3% |
| 30D | +8.7% | +3.6% | +5.1% | +5.7% |
| 3M | +6.4% | +2.0% | +4.3% | +4.6% |
| 6M | +0.7% | +13.1% | -12.3% | -8.6% |
| YTD | +23.0% | +26.2% | -3.1% | +2.2% |
| 1Y | +17.9% | +29.6% | -11.7% | -4.1% |
| 3Y | +154.9% | +84.3% | +70.6% | +55.6% |
| 5Y | +157.3% | +73.4% | +83.8% | +63.5% |
| 10Y | +373.4% | +202.4% | +170.9% | +95.0% |
| All | +373.4% | +203.8% | +169.6% | +95.0% |
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