+54.6%
FTI vs IWD
+33.0%
+21.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.5% |
| 7D | -9.7% | +2.5% | -12.2% | -10.7% |
| 30D | -8.2% | +6.0% | -14.2% | -11.2% |
| 3M | -7.8% | +3.8% | -11.6% | -9.8% |
| 6M | -13.4% | +16.3% | -29.8% | -22.3% |
| YTD | +45.1% | +27.5% | +17.6% | +18.2% |
| 1Y | +54.6% | +32.8% | +21.8% | +22.6% |
| All | +54.6% | +33.0% | +21.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling