+141.6%
FITB vs IWD
+85.1%
+56.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | +2.8% | +2.3% | +0.5% | -0.6% |
| 30D | +9.8% | +3.6% | +6.2% | +4.2% |
| 3M | -5.2% | +2.2% | -7.3% | -8.1% |
| 6M | +17.3% | +13.0% | +4.4% | -2.3% |
| YTD | +19.3% | +26.5% | -7.2% | -16.3% |
| 1Y | +32.7% | +30.1% | +2.6% | -10.8% |
| 3Y | +141.6% | +84.9% | +56.7% | -19.1% |
| All | +141.6% | +85.1% | +56.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling