+29.6%
IWD vs FDS
+26.9%
+2.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.3% | -5.0% | +6.2% | +1.3% |
| 30D | +3.6% | +13.8% | -10.2% | +3.4% |
| 3M | +2.3% | +14.8% | -12.5% | +2.2% |
| 6M | +13.0% | +47.4% | -34.3% | +13.0% |
| YTD | +26.2% | +14.2% | +12.0% | +27.5% |
| All | +29.6% | +26.9% | +2.6% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling