+1,168.7%
FTI vs IWD
+73.8%
+1,094.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | 0.0% |
| 30D | +12.3% | -0.8% | +13.1% | +13.4% |
| 3M | +13.8% | +8.0% | +5.7% | +2.1% |
| 6M | +24.3% | +18.2% | +6.1% | -1.6% |
| YTD | +75.8% | +22.3% | +53.4% | +32.8% |
| 1Y | +99.6% | +28.9% | +70.8% | +40.1% |
| 3Y | +278.4% | +71.5% | +206.9% | +81.7% |
| 5Y | +1,168.7% | +73.6% | +1,095.1% | +519.8% |
| All | +1,168.7% | +73.8% | +1,094.8% | +519.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling