+74.6%
IWD vs FGI
-70.6%
+145.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.5% | -7.0% | +6.5% | -0.4% |
| 30D | +2.7% | -4.2% | +6.9% | +2.7% |
| 3M | +0.9% | +55.6% | -54.7% | 0.0% |
| 6M | +10.5% | -3.2% | +13.7% | +9.9% |
| YTD | +23.7% | +29.1% | -5.4% | +21.9% |
| 1Y | +28.7% | +51.0% | -22.2% | +26.5% |
| 3Y | +79.7% | +1.5% | +78.2% | +75.8% |
| All | +74.6% | -70.6% | +145.2% | +73.9% |
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