+73.4%
IWD vs FND
-61.3%
+134.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.7% |
| 7D | +1.6% | +6.8% | -5.3% | +0.3% |
| 30D | +3.6% | +13.1% | -9.5% | +1.1% |
| 3M | +2.0% | -13.1% | +15.1% | +4.3% |
| 6M | +13.1% | -0.6% | +13.6% | +11.8% |
| YTD | +26.2% | -15.5% | +41.7% | +27.8% |
| 1Y | +29.6% | -13.7% | +43.2% | +30.4% |
| 3Y | +84.3% | -35.0% | +119.3% | +88.8% |
| 5Y | +73.4% | -60.1% | +133.5% | +86.3% |
| All | +73.4% | -61.3% | +134.8% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling