+653.8%
ETSY vs IWD
+205.2%
+448.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.6% |
| 7D | -8.2% | -0.6% | -7.6% | -7.6% |
| 30D | +14.8% | +3.6% | +11.2% | +10.4% |
| 3M | +11.2% | +2.7% | +8.5% | +8.1% |
| 6M | +47.6% | +13.2% | +34.4% | +28.0% |
| YTD | +59.4% | +26.8% | +32.6% | +20.8% |
| 1Y | +38.6% | +29.3% | +9.3% | +2.8% |
| 3Y | +39.7% | +85.1% | -45.4% | -30.9% |
| 5Y | -65.1% | +74.2% | -139.3% | -80.7% |
| 10Y | +653.8% | +204.6% | +449.2% | +111.2% |
| All | +653.8% | +205.2% | +448.6% | +111.2% |
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