-65.2%
ETSY vs IWD
+73.2%
-138.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.7% | +1.6% | -5.3% | -6.1% |
| 30D | +12.8% | +3.6% | +9.2% | +6.6% |
| 3M | +7.6% | +2.0% | +5.5% | +4.4% |
| 6M | +34.4% | +13.1% | +21.3% | +9.5% |
| YTD | +56.0% | +26.2% | +29.8% | +5.0% |
| 1Y | +43.6% | +29.6% | +14.0% | -7.6% |
| 3Y | +36.8% | +84.3% | -47.5% | -54.6% |
| 5Y | -65.2% | +73.4% | -138.6% | -86.4% |
| All | -65.2% | +73.2% | -138.4% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling