+73.3%
IWD vs ET
+242.4%
-169.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -1.6% | +5.3% | -6.9% | -3.3% |
| 3M | +7.0% | +15.6% | -8.6% | +1.9% |
| 6M | +17.0% | +20.6% | -3.7% | +9.6% |
| YTD | +21.6% | +38.5% | -16.9% | +8.6% |
| 1Y | +28.0% | +35.7% | -7.7% | +15.0% |
| 3Y | +70.6% | +98.4% | -27.8% | +32.8% |
| 5Y | +73.3% | +245.3% | -171.9% | +16.4% |
| All | +73.3% | +242.4% | -169.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling