+151.4%
FITB vs IWD
+728.9%
-577.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -1.5% | -0.5% | -1.1% | -0.9% |
| 30D | +5.8% | +2.7% | +3.2% | +1.3% |
| 3M | -6.1% | +0.9% | -7.0% | -7.6% |
| 6M | +5.9% | +10.5% | -4.6% | -10.3% |
| YTD | +16.1% | +23.7% | -7.6% | -18.2% |
| 1Y | +28.8% | +28.7% | +0.1% | -14.9% |
| 3Y | +126.0% | +79.7% | +46.3% | -12.6% |
| 5Y | +45.3% | +69.7% | -24.4% | -36.7% |
| 10Y | +255.4% | +211.4% | +44.0% | -36.4% |
| All | +151.4% | +728.9% | -577.5% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling