+726.5%
IWD vs FFIV
+2,347.6%
-1,621.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +0.6% | -5.1% | +5.7% | +1.2% |
| 3M | +7.2% | -4.5% | +11.7% | +7.7% |
| 6M | +16.2% | +36.5% | -20.3% | +10.7% |
| YTD | +23.3% | +53.0% | -29.6% | +15.5% |
| 1Y | +29.6% | +24.2% | +5.4% | +24.6% |
| 3Y | +70.5% | +137.2% | -66.8% | +49.0% |
| 5Y | +73.5% | +91.8% | -18.3% | +55.0% |
| 10Y | +198.3% | +215.2% | -16.9% | +147.3% |
| All | +726.5% | +2,347.6% | -1,621.1% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling