+408.7%
IWD vs FIVE
+868.1%
-459.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -0.3% | +4.3% | -4.5% | -1.0% |
| 30D | +0.6% | +12.5% | -11.9% | -1.6% |
| 3M | +7.2% | +31.2% | -24.0% | +2.0% |
| 6M | +16.2% | +14.4% | +1.8% | +12.5% |
| YTD | +23.3% | +33.9% | -10.6% | +16.0% |
| 1Y | +29.6% | +65.1% | -35.5% | +17.1% |
| 3Y | +70.5% | +49.0% | +21.5% | +49.8% |
| 5Y | +73.5% | +30.3% | +43.2% | +51.8% |
| 10Y | +198.3% | +481.1% | -282.8% | +97.6% |
| All | +408.7% | +868.1% | -459.4% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling