+728.9%
IWD vs FDS
+2,605.6%
-1,876.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +2.7% | +20.2% | -17.5% | -3.2% |
| 3M | +0.9% | +19.9% | -19.0% | -5.3% |
| 6M | +10.5% | +56.2% | -45.6% | -6.1% |
| YTD | +23.7% | +14.6% | +9.1% | +14.3% |
| 1Y | +28.7% | +31.6% | -2.9% | +13.3% |
| 3Y | +79.7% | -23.8% | +103.5% | +86.3% |
| 5Y | +69.7% | -22.6% | +92.3% | +73.1% |
| 10Y | +211.4% | +139.3% | +72.1% | +117.1% |
| All | +728.9% | +2,605.6% | -1,876.6% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling