+80.4%
IWD vs FGI
+2.3%
+78.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.9% | -11.6% | +10.7% | -0.9% |
| 30D | +2.6% | -3.3% | +5.9% | +2.6% |
| 3M | +1.2% | +65.6% | -64.3% | +0.8% |
| 6M | +12.1% | -2.8% | +14.9% | +11.8% |
| YTD | +24.1% | +30.1% | -6.0% | +23.4% |
| 1Y | +28.5% | +50.2% | -21.7% | +27.7% |
| All | +80.4% | +2.3% | +78.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling