+172.0%
IWD vs FND
+66.0%
+106.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -0.3% | -5.2% | +5.0% | +0.7% |
| 30D | +0.6% | -19.9% | +20.5% | +4.9% |
| 3M | +7.2% | +2.7% | +4.5% | +5.8% |
| 6M | +16.2% | -21.7% | +37.9% | +20.4% |
| YTD | +23.3% | -17.5% | +40.8% | +25.9% |
| 1Y | +29.6% | -39.3% | +68.9% | +40.2% |
| 3Y | +70.5% | -49.8% | +120.2% | +85.7% |
| 5Y | +73.5% | -60.1% | +133.6% | +89.8% |
| All | +172.0% | +66.0% | +106.0% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling