+79.7%
IWD vs FIVE
+34.8%
+44.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +2.7% | +17.7% | -15.0% | +1.0% |
| 3M | +0.9% | +4.0% | -3.1% | +0.3% |
| 6M | +10.5% | +2.6% | +7.9% | +9.8% |
| YTD | +23.7% | +27.6% | -3.9% | +20.0% |
| 1Y | +28.7% | +59.9% | -31.2% | +22.1% |
| 3Y | +79.7% | +35.8% | +43.9% | +62.3% |
| All | +79.7% | +34.8% | +44.9% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling