+73.2%
IWD vs FFIV
+35.3%
+37.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +3.6% | -32.4% | +36.0% | +12.9% |
| 3M | +2.2% | -25.7% | +27.8% | +8.2% |
| 6M | +13.0% | -13.5% | +26.5% | +14.0% |
| YTD | +26.5% | +21.1% | +5.4% | +14.4% |
| 1Y | +30.1% | +29.4% | +0.7% | +15.1% |
| 3Y | +84.9% | +94.9% | -10.0% | +37.5% |
| All | +73.2% | +35.3% | +37.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling