+184.1%
FTI vs IWD
+203.0%
-18.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +1.7% |
| 7D | +4.3% | +2.3% | +2.0% | +0.7% |
| 30D | -4.7% | +3.6% | -8.2% | -10.2% |
| 3M | -13.5% | +2.2% | -15.7% | -16.9% |
| 6M | -8.7% | +13.0% | -21.7% | -25.3% |
| YTD | +49.0% | +26.5% | +22.5% | +1.6% |
| 1Y | +54.0% | +30.1% | +23.9% | +0.4% |
| 3Y | +211.6% | +84.9% | +126.8% | +16.9% |
| 5Y | +881.9% | +73.4% | +808.5% | +311.9% |
| All | +184.1% | +203.0% | -18.9% | -41.9% |
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