+28.9%
IWD vs FFIV
+23.1%
+5.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | -0.8% | -2.7% | +1.9% | -0.6% |
| 3M | +8.0% | -1.7% | +9.7% | +7.9% |
| 6M | +18.2% | +36.1% | -17.9% | +13.1% |
| YTD | +22.3% | +52.6% | -30.3% | +15.0% |
| 1Y | +28.9% | +21.5% | +7.4% | +24.2% |
| All | +28.9% | +23.1% | +5.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling