+194.7%
IWD vs FDS
+77.6%
+117.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.5% |
| 7D | -0.2% | -5.4% | +5.2% | +1.5% |
| 30D | -0.8% | +1.6% | -2.4% | -1.5% |
| 3M | +8.0% | +17.7% | -9.7% | +1.3% |
| 6M | +18.2% | +29.1% | -10.9% | +5.8% |
| YTD | +22.3% | +1.0% | +21.4% | +19.2% |
| 1Y | +28.9% | -21.6% | +50.5% | +37.9% |
| 3Y | +71.5% | -30.1% | +101.6% | +89.6% |
| 5Y | +73.6% | -20.7% | +94.3% | +78.0% |
| 10Y | +194.7% | +78.3% | +116.4% | +110.3% |
| All | +194.7% | +77.6% | +117.1% | +110.3% |
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