+196.7%
ETSY vs IWD
+221.4%
-24.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | -1.0% | +2.3% | -3.3% | -3.7% |
| 30D | +7.3% | +3.6% | +3.7% | +3.2% |
| 3M | +10.3% | +2.2% | +8.2% | +7.9% |
| 6M | +55.1% | +13.0% | +42.1% | +34.6% |
| YTD | +60.5% | +26.5% | +34.0% | +21.8% |
| 1Y | +52.2% | +30.1% | +22.0% | +11.6% |
| 3Y | +40.8% | +84.9% | -44.1% | -30.5% |
| 5Y | -67.3% | +73.4% | -140.7% | -81.8% |
| 10Y | +659.4% | +204.0% | +455.4% | +122.4% |
| All | +196.7% | +221.4% | -24.7% | -26.3% |
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