+410.2%
IWD vs FIVE
+822.5%
-412.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +0.9% | +4.0% | -3.1% | -0.1% |
| 6M | +10.5% | +2.6% | +7.9% | +9.2% |
| YTD | +23.7% | +27.6% | -3.9% | +17.2% |
| 1Y | +28.7% | +59.9% | -31.2% | +17.1% |
| 3Y | +79.7% | +35.8% | +43.9% | +60.5% |
| 5Y | +69.7% | +14.4% | +55.3% | +52.1% |
| 10Y | +211.4% | +576.1% | -364.7% | +103.4% |
| All | +410.2% | +822.5% | -412.2% | +213.9% |
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