+2,159.9%
FTI vs IWD
+680.7%
+1,479.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.6% |
| 7D | +5.3% | -0.3% | +5.5% | +5.6% |
| 30D | +15.3% | +0.6% | +14.7% | +14.3% |
| 3M | +15.8% | +7.2% | +8.5% | +5.1% |
| 6M | +22.6% | +16.2% | +6.4% | -0.3% |
| YTD | +79.5% | +23.3% | +56.2% | +35.1% |
| 1Y | +102.0% | +29.6% | +72.5% | +42.1% |
| 3Y | +315.8% | +70.5% | +245.4% | +106.1% |
| 5Y | +1,129.5% | +73.5% | +1,056.0% | +507.2% |
| 10Y | +320.9% | +198.3% | +122.6% | +19.9% |
| All | +2,159.9% | +680.7% | +1,479.3% | +146.6% |
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