+202.4%
IWD vs FIVE
+562.8%
-360.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.6% | +7.3% | -5.8% | +0.2% |
| 30D | +3.6% | +18.1% | -14.5% | +0.3% |
| 3M | +2.0% | +7.7% | -5.7% | +0.3% |
| 6M | +13.1% | +13.6% | -0.6% | +9.3% |
| YTD | +26.2% | +34.6% | -8.4% | +17.6% |
| 1Y | +29.6% | +66.2% | -36.7% | +15.7% |
| 3Y | +84.3% | +43.5% | +40.9% | +61.5% |
| 5Y | +73.4% | +20.7% | +52.8% | +52.8% |
| 10Y | +202.4% | +541.5% | -339.0% | +93.5% |
| All | +202.4% | +562.8% | -360.3% | +93.5% |
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