+53.9%
F vs IWD
+73.6%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +2.5% |
| 7D | +5.3% | -0.3% | +5.6% | +5.8% |
| 30D | +4.6% | +0.6% | +4.0% | +3.7% |
| 3M | -3.7% | +7.2% | -10.9% | -13.8% |
| 6M | +16.8% | +16.2% | +0.6% | -7.8% |
| YTD | +15.3% | +23.3% | -8.0% | -17.1% |
| 1Y | +31.0% | +29.6% | +1.4% | -12.8% |
| 3Y | +45.4% | +70.5% | -25.0% | -38.3% |
| All | +53.9% | +73.6% | -19.7% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling