+194.1%
FTI vs IWD
+78.7%
+115.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.6% |
| 7D | -7.6% | -0.5% | -7.2% | -7.3% |
| 30D | -7.1% | +2.7% | -9.8% | -10.5% |
| 3M | -8.7% | +0.9% | -9.6% | -10.1% |
| 6M | -14.0% | +10.5% | -24.5% | -25.0% |
| YTD | +42.8% | +23.7% | +19.1% | +6.4% |
| 1Y | +50.4% | +28.7% | +21.6% | +5.8% |
| 3Y | +194.1% | +79.7% | +114.4% | +35.2% |
| All | +194.1% | +78.7% | +115.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling