+291.1%
ETR vs IWD
+195.2%
+96.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.9% | -0.8% | +2.7% | +2.4% |
| 3M | +1.0% | +8.0% | -7.0% | -5.0% |
| 6M | +4.8% | +18.2% | -13.3% | -8.2% |
| YTD | +19.5% | +22.3% | -2.8% | +1.8% |
| 1Y | +28.1% | +28.9% | -0.8% | +4.6% |
| 3Y | +151.1% | +71.5% | +79.6% | +62.4% |
| 5Y | +125.2% | +73.6% | +51.6% | +42.7% |
| 10Y | +291.1% | +194.7% | +96.4% | +59.5% |
| All | +291.1% | +195.2% | +96.0% | +59.5% |
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