+656.6%
ETSY vs IWD
+202.4%
+454.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -3.5% | +1.7% | -5.2% | -5.5% |
| 30D | +11.4% | +3.2% | +8.1% | +7.6% |
| 3M | +10.9% | +2.3% | +8.6% | +8.3% |
| 6M | +53.5% | +12.9% | +40.6% | +33.4% |
| YTD | +59.3% | +26.2% | +33.0% | +21.3% |
| 1Y | +38.2% | +28.3% | +9.9% | +3.4% |
| 3Y | +39.6% | +84.4% | -44.8% | -30.6% |
| 5Y | -67.6% | +73.0% | -140.5% | -81.9% |
| All | +656.6% | +202.4% | +454.2% | +112.9% |
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