+71.6%
FITB vs IWD
+73.6%
-2.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.9% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -4.7% | +0.6% | -5.3% | -5.7% |
| 3M | +6.7% | +7.2% | -0.5% | -4.5% |
| 6M | +12.6% | +16.2% | -3.7% | -11.0% |
| YTD | +19.1% | +23.3% | -4.2% | -14.1% |
| 1Y | +22.6% | +29.6% | -6.9% | -18.1% |
| 3Y | +127.1% | +70.5% | +56.7% | -0.3% |
| All | +71.6% | +73.6% | -2.0% | -25.2% |
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