+168.3%
IWD vs FND
+57.3%
+111.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -1.6% | -19.6% | +17.9% | +2.6% |
| 3M | +7.0% | -4.3% | +11.4% | +7.1% |
| 6M | +17.0% | -20.4% | +37.4% | +20.8% |
| YTD | +21.6% | -21.9% | +43.5% | +25.5% |
| 1Y | +28.0% | -45.2% | +73.2% | +41.5% |
| 3Y | +70.6% | -49.2% | +119.8% | +85.2% |
| 5Y | +73.3% | -61.8% | +135.1% | +91.3% |
| All | +168.3% | +57.3% | +111.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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