+205.0%
IWD vs FDS
+135.1%
+69.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.3% | -5.0% | +6.2% | +2.8% |
| 30D | +3.6% | +13.8% | -10.2% | -0.7% |
| 3M | +2.3% | +14.8% | -12.5% | -2.7% |
| 6M | +13.0% | +47.4% | -34.3% | -2.7% |
| YTD | +26.2% | +14.2% | +12.0% | +17.7% |
| 1Y | +30.5% | +26.6% | +3.8% | +16.2% |
| 3Y | +86.2% | -24.4% | +110.6% | +101.3% |
| 5Y | +72.9% | -22.6% | +95.5% | +81.7% |
| 10Y | +205.0% | +130.0% | +75.0% | +104.8% |
| All | +205.0% | +135.1% | +69.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling