+205.1%
IWD vs FFIV
+126.1%
+79.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.5% | -8.1% | +7.7% | +2.0% |
| 30D | +2.7% | -33.4% | +36.0% | +14.6% |
| 3M | +0.9% | -24.7% | +25.6% | +7.9% |
| 6M | +10.5% | -8.8% | +19.4% | +10.5% |
| YTD | +23.7% | +21.8% | +1.9% | +11.1% |
| 1Y | +28.7% | +25.3% | +3.4% | +14.3% |
| 3Y | +79.7% | +101.2% | -21.4% | +30.8% |
| 5Y | +69.7% | +40.2% | +29.5% | +37.4% |
| All | +205.1% | +126.1% | +79.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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