+73.6%
IWD vs FND
-61.9%
+135.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | 0.0% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -0.8% | -23.6% | +22.8% | +4.1% |
| 3M | +8.0% | +4.3% | +3.7% | +6.3% |
| 6M | +18.2% | -20.3% | +38.5% | +21.8% |
| YTD | +22.3% | -21.3% | +43.6% | +25.8% |
| 1Y | +28.9% | -45.4% | +74.3% | +41.9% |
| 3Y | +71.5% | -48.9% | +120.4% | +84.8% |
| 5Y | +73.6% | -61.0% | +134.6% | +84.0% |
| All | +73.6% | -61.9% | +135.4% | +84.0% |
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