+236.6%
FITB vs IWD
+212.1%
+24.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | -0.7% |
| 7D | -1.1% | +1.3% | -2.4% | -3.2% |
| 30D | +7.3% | +3.6% | +3.8% | +1.4% |
| 3M | -4.0% | +2.3% | -6.3% | -7.6% |
| 6M | +11.9% | +13.0% | -1.1% | -8.5% |
| YTD | +19.0% | +26.2% | -7.2% | -18.5% |
| 1Y | +31.0% | +30.5% | +0.6% | -14.9% |
| 3Y | +143.8% | +86.2% | +57.6% | -10.4% |
| 5Y | +48.9% | +72.9% | -24.0% | -36.5% |
| 10Y | +236.6% | +205.0% | +31.6% | -41.1% |
| All | +236.6% | +212.1% | +24.5% | -41.1% |
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