+477.0%
IWD vs ET
+1,435.0%
-958.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +0.6% | +7.5% | -6.9% | -1.2% |
| 3M | +7.2% | +11.4% | -4.2% | +4.4% |
| 6M | +16.2% | +18.5% | -2.3% | +11.4% |
| YTD | +23.3% | +37.4% | -14.0% | +14.0% |
| 1Y | +29.6% | +30.9% | -1.4% | +21.1% |
| 3Y | +70.5% | +98.7% | -28.3% | +43.5% |
| 5Y | +73.5% | +230.7% | -157.2% | +28.6% |
| 10Y | +198.3% | +175.6% | +22.7% | +113.9% |
| All | +477.0% | +1,435.0% | -958.0% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling