+1,727.1%
FTI vs IWD
+698.8%
+1,028.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.3% | +1.6% | -4.9% | -5.5% |
| 30D | -7.2% | +3.6% | -10.8% | -11.8% |
| 3M | -12.9% | +2.0% | -14.9% | -15.7% |
| 6M | -7.9% | +13.1% | -20.9% | -22.4% |
| YTD | +45.2% | +26.2% | +19.0% | +5.5% |
| 1Y | +48.1% | +29.6% | +18.5% | +3.8% |
| 3Y | +205.0% | +84.3% | +120.7% | +36.1% |
| 5Y | +838.8% | +73.4% | +765.4% | +360.5% |
| 10Y | +174.8% | +202.4% | -27.7% | -23.6% |
| All | +1,727.1% | +698.8% | +1,028.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling