+47.5%
FITB vs IWD
+72.9%
-25.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | +2.8% | +2.3% | +0.5% | -0.7% |
| 30D | +9.8% | +3.6% | +6.2% | +4.0% |
| 3M | -5.2% | +2.2% | -7.3% | -8.3% |
| 6M | +17.3% | +13.0% | +4.4% | -2.9% |
| YTD | +19.3% | +26.5% | -7.2% | -17.2% |
| 1Y | +32.7% | +30.1% | +2.6% | -11.8% |
| 3Y | +141.6% | +84.9% | +56.7% | -6.4% |
| All | +47.5% | +72.9% | -25.4% | -34.9% |
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