+2,004.9%
ETR vs IWD
+728.9%
+1,276.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +4.4% | +0.9% | +3.5% | +3.8% |
| 6M | -1.5% | +10.5% | -12.1% | -7.9% |
| YTD | +21.8% | +23.7% | -1.9% | +5.8% |
| 1Y | +18.4% | +28.7% | -10.3% | +0.2% |
| 3Y | +148.5% | +79.7% | +68.8% | +68.8% |
| 5Y | +152.6% | +69.7% | +82.9% | +77.4% |
| 10Y | +354.5% | +211.4% | +143.0% | +116.8% |
| All | +2,004.9% | +728.9% | +1,276.0% | +441.8% |
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