+102.0%
FTI vs IWD
+30.5%
+71.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +5.3% | -0.3% | +5.5% | +5.4% |
| 30D | +15.3% | +0.6% | +14.7% | +14.8% |
| 3M | +15.8% | +7.2% | +8.5% | +10.1% |
| 6M | +22.6% | +16.2% | +6.4% | +9.4% |
| YTD | +79.5% | +23.3% | +56.2% | +51.9% |
| 1Y | +102.0% | +29.6% | +72.5% | +66.8% |
| All | +102.0% | +30.5% | +71.6% | +66.8% |
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