+160.5%
ETR vs IWD
+68.9%
+91.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +7.5% | +2.7% | +4.9% | +5.6% |
| 3M | +4.4% | +0.9% | +3.5% | +3.8% |
| 6M | -1.5% | +10.5% | -12.1% | -8.3% |
| YTD | +21.8% | +23.7% | -1.9% | +4.5% |
| 1Y | +18.4% | +28.7% | -10.3% | -1.3% |
| 3Y | +148.5% | +79.7% | +68.8% | +61.4% |
| All | +160.5% | +68.9% | +91.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling