+72.9%
IWD vs FND
-47.1%
+120.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.3% | -5.2% | +5.0% | +0.5% |
| 30D | +0.6% | -19.9% | +20.5% | +4.0% |
| 3M | +7.2% | +2.7% | +4.5% | +6.0% |
| 6M | +16.2% | -21.7% | +37.9% | +19.8% |
| YTD | +23.3% | -17.5% | +40.8% | +25.5% |
| 1Y | +29.6% | -39.3% | +68.9% | +38.7% |
| All | +72.9% | -47.1% | +120.1% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling