+197.5%
IWD vs FIVE
+478.4%
-281.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.6% |
| 7D | -0.3% | +4.3% | -4.5% | -1.1% |
| 30D | +0.6% | +12.5% | -11.9% | -1.8% |
| 3M | +7.2% | +31.2% | -24.0% | +1.4% |
| 6M | +16.2% | +14.4% | +1.8% | +12.1% |
| YTD | +23.3% | +33.9% | -10.6% | +15.2% |
| 1Y | +29.6% | +65.1% | -35.5% | +15.7% |
| 3Y | +70.5% | +49.0% | +21.5% | +48.0% |
| 5Y | +73.5% | +30.3% | +43.2% | +49.8% |
| All | +197.5% | +478.4% | -281.0% | +89.1% |
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