+286.6%
FTI vs IWD
+73.1%
+213.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.5% |
| 7D | +5.3% | -0.3% | +5.5% | +5.6% |
| 30D | +15.3% | +0.6% | +14.7% | +14.4% |
| 3M | +15.8% | +7.2% | +8.5% | +5.7% |
| 6M | +22.6% | +16.2% | +6.4% | +0.6% |
| YTD | +79.5% | +23.3% | +56.2% | +36.0% |
| 1Y | +102.0% | +29.6% | +72.5% | +42.8% |
| All | +286.6% | +73.1% | +213.5% | +101.8% |
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 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