+205.0%
IWD vs FIVE
+596.6%
-391.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.9% |
| 7D | +1.3% | +6.2% | -4.9% | +0.1% |
| 30D | +3.6% | +18.2% | -14.6% | +0.3% |
| 3M | +2.3% | +3.8% | -1.5% | +1.3% |
| 6M | +13.0% | +13.7% | -0.7% | +9.3% |
| YTD | +26.2% | +34.7% | -8.5% | +17.5% |
| 1Y | +30.5% | +66.6% | -36.2% | +16.5% |
| 3Y | +86.2% | +44.3% | +41.9% | +62.9% |
| 5Y | +72.9% | +18.8% | +54.1% | +52.9% |
| 10Y | +205.0% | +569.2% | -364.2% | +94.4% |
| All | +205.0% | +596.6% | -391.5% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling