+421.9%
ETSY vs IWD
+195.0%
+226.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.6% |
| 7D | -12.9% | -1.2% | -11.7% | -11.6% |
| 30D | -11.5% | -1.6% | -9.8% | -9.6% |
| 3M | +3.5% | +7.0% | -3.5% | -4.4% |
| 6M | +27.6% | +17.0% | +10.7% | +6.0% |
| YTD | +28.4% | +21.6% | +6.8% | +1.9% |
| 1Y | +27.1% | +28.0% | -0.9% | -4.6% |
| 3Y | +6.0% | +70.6% | -64.5% | -42.4% |
| 5Y | -67.1% | +73.3% | -140.5% | -81.6% |
| 10Y | +421.9% | +200.5% | +221.4% | +50.7% |
| All | +421.9% | +195.0% | +226.9% | +50.7% |
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