+2,028.5%
ETR vs IWD
+745.6%
+1,283.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | -0.2% |
| 7D | +1.7% | +1.3% | +0.5% | +0.9% |
| 30D | +8.7% | +3.6% | +5.2% | +6.3% |
| 3M | +4.9% | +2.3% | +2.6% | +3.3% |
| 6M | +0.8% | +13.0% | -12.3% | -7.1% |
| YTD | +23.1% | +26.2% | -3.0% | +5.6% |
| 1Y | +17.9% | +30.5% | -12.6% | -1.1% |
| 3Y | +154.5% | +86.2% | +68.3% | +69.0% |
| 5Y | +160.3% | +72.9% | +87.4% | +80.6% |
| 10Y | +366.9% | +205.0% | +161.9% | +125.4% |
| All | +2,028.5% | +745.6% | +1,283.0% | +440.8% |
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