+310.7%
FTI vs IWD
+195.0%
+115.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | +0.4% |
| 7D | -2.3% | -1.2% | -1.2% | -0.5% |
| 30D | +5.0% | -1.6% | +6.7% | +7.6% |
| 3M | +13.8% | +7.0% | +6.8% | +1.9% |
| 6M | +22.9% | +17.0% | +5.9% | -4.8% |
| YTD | +75.0% | +21.6% | +53.4% | +27.6% |
| 1Y | +96.9% | +28.0% | +68.9% | +32.1% |
| 3Y | +276.7% | +70.6% | +206.2% | +61.5% |
| 5Y | +1,157.0% | +73.3% | +1,083.7% | +430.6% |
| 10Y | +310.7% | +200.5% | +110.2% | -8.0% |
| All | +310.7% | +195.0% | +115.7% | -8.0% |
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