+78.6%
IWD vs FGI
-74.8%
+153.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.4% | +0.4% |
| 7D | +2.3% | -14.4% | +16.7% | +2.4% |
| 30D | +3.6% | -11.8% | +15.3% | +3.6% |
| 3M | +2.2% | -46.2% | +48.4% | +2.6% |
| 6M | +13.0% | +5.2% | +7.8% | +12.1% |
| YTD | +26.5% | +10.5% | +16.0% | +24.8% |
| 1Y | +30.1% | +25.5% | +4.6% | +28.0% |
| 3Y | +84.9% | -16.0% | +100.9% | +81.4% |
| All | +78.6% | -74.8% | +153.4% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling