+174.8%
FTI vs IWD
+203.8%
-29.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.3% | +1.6% | -4.9% | -5.8% |
| 30D | -7.2% | +3.6% | -10.8% | -12.6% |
| 3M | -12.9% | +2.0% | -14.9% | -16.2% |
| 6M | -7.9% | +13.1% | -20.9% | -24.8% |
| YTD | +45.2% | +26.2% | +19.0% | -0.7% |
| 1Y | +48.1% | +29.6% | +18.5% | -2.9% |
| 3Y | +205.0% | +84.3% | +120.7% | +14.9% |
| 5Y | +838.8% | +73.4% | +765.4% | +293.2% |
| 10Y | +174.8% | +202.4% | -27.7% | -45.9% |
| All | +174.8% | +203.8% | -29.0% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling