+155.0%
ETSY vs IWD
+213.3%
-58.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -5.9% |
| 7D | -8.5% | -0.3% | -8.2% | -8.1% |
| 30D | -10.9% | +0.6% | -11.5% | -11.4% |
| 3M | +14.1% | +7.2% | +6.9% | +5.0% |
| 6M | +37.5% | +16.2% | +21.3% | +14.8% |
| YTD | +38.0% | +23.3% | +14.7% | +7.6% |
| 1Y | +46.5% | +29.6% | +17.0% | +8.3% |
| 3Y | +2.5% | +70.5% | -67.9% | -44.4% |
| 5Y | -65.3% | +73.5% | -138.8% | -80.6% |
| 10Y | +451.6% | +198.3% | +253.3% | +64.8% |
| All | +155.0% | +213.3% | -58.3% | -34.9% |
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 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