+205.0%
IWD vs FFIV
+132.4%
+72.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | +1.3% | -2.1% | +3.3% | +1.9% |
| 30D | +3.6% | -33.8% | +37.4% | +15.9% |
| 3M | +2.3% | -20.6% | +22.9% | +7.7% |
| 6M | +13.0% | -10.2% | +23.3% | +13.6% |
| YTD | +26.2% | +24.5% | +1.7% | +12.6% |
| 1Y | +30.5% | +29.3% | +1.2% | +14.8% |
| 3Y | +86.2% | +103.8% | -17.6% | +35.1% |
| 5Y | +72.9% | +40.9% | +32.0% | +40.0% |
| 10Y | +205.0% | +126.6% | +78.4% | +90.9% |
| All | +205.0% | +132.4% | +72.6% | +90.9% |
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