+157.9%
FITB vs IWD
+726.5%
-568.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.9% |
| 7D | +0.6% | -0.3% | +0.9% | +1.1% |
| 30D | -4.7% | +0.6% | -5.3% | -5.7% |
| 3M | +6.7% | +7.2% | -0.5% | -5.1% |
| 6M | +12.6% | +16.2% | -3.7% | -12.1% |
| YTD | +19.1% | +23.3% | -4.2% | -15.6% |
| 1Y | +22.6% | +29.6% | -6.9% | -19.8% |
| 3Y | +127.1% | +70.5% | +56.7% | -3.8% |
| 5Y | +71.8% | +73.5% | -1.7% | -27.6% |
| 10Y | +287.2% | +198.3% | +88.9% | -25.8% |
| All | +157.9% | +726.5% | -568.6% | -83.9% |
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 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