+283.9%
FITB vs IWD
+195.2%
+88.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | +0.7% |
| 7D | +2.8% | -0.2% | +3.0% | +3.1% |
| 30D | -4.5% | -0.8% | -3.7% | -3.4% |
| 3M | +5.7% | +8.0% | -2.4% | -6.9% |
| 6M | +17.1% | +18.2% | -1.1% | -10.8% |
| YTD | +18.3% | +22.3% | -4.0% | -14.7% |
| 1Y | +23.9% | +28.9% | -5.0% | -17.8% |
| 3Y | +131.1% | +71.5% | +59.6% | -2.2% |
| 5Y | +71.1% | +73.6% | -2.5% | -27.2% |
| 10Y | +283.9% | +194.7% | +89.2% | -20.7% |
| All | +283.9% | +195.2% | +88.7% | -20.7% |
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 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