+79.8%
F vs IWD
+207.5%
-127.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.2% |
| 7D | +1.6% | -0.5% | +2.0% | +2.1% |
| 30D | +2.6% | +2.7% | 0.0% | -1.0% |
| 3M | -8.8% | +0.9% | -9.7% | -9.8% |
| 6M | +4.6% | +10.5% | -5.9% | -8.4% |
| YTD | -1.9% | +23.7% | -25.6% | -25.9% |
| 1Y | -0.8% | +28.7% | -29.5% | -28.9% |
| 3Y | +43.5% | +79.7% | -36.2% | -33.3% |
| 5Y | -12.1% | +69.7% | -81.8% | -54.3% |
| All | +79.8% | +207.5% | -127.7% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling