+28.9%
IWD vs FDS
-20.8%
+49.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -0.8% | +1.6% | -2.4% | -0.8% |
| 3M | +8.0% | +17.7% | -9.7% | +8.0% |
| 6M | +18.2% | +29.1% | -10.9% | +17.9% |
| YTD | +22.3% | +1.0% | +21.4% | +23.6% |
| 1Y | +28.9% | -21.6% | +50.5% | +31.0% |
| All | +28.9% | -20.8% | +49.7% | +31.0% |
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