+198.1%
IWD vs ET
+177.0%
+21.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -0.8% | +2.9% | -3.7% | -1.6% |
| 3M | +6.9% | +16.8% | -9.9% | +2.4% |
| 6M | +18.3% | +18.9% | -0.6% | +12.6% |
| YTD | +22.4% | +37.7% | -15.3% | +11.8% |
| 1Y | +27.4% | +32.4% | -5.0% | +17.6% |
| 3Y | +71.2% | +99.5% | -28.3% | +40.5% |
| 5Y | +75.7% | +244.0% | -168.2% | +24.2% |
| All | +198.1% | +177.0% | +21.1% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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