+373.3%
ETR vs IWD
+202.4%
+170.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.5% | +1.7% | -0.2% | +0.2% |
| 30D | +6.6% | +3.2% | +3.4% | +4.0% |
| 3M | +4.4% | +2.3% | +2.1% | +2.5% |
| 6M | -0.3% | +12.9% | -13.2% | -9.5% |
| YTD | +23.3% | +26.2% | -2.9% | +2.4% |
| 1Y | +18.9% | +28.3% | -9.4% | -2.5% |
| 3Y | +155.5% | +84.4% | +71.1% | +55.9% |
| 5Y | +159.9% | +73.0% | +86.9% | +65.6% |
| All | +373.3% | +202.4% | +170.9% | +98.0% |
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