+76.2%
IWD vs FRSH
-72.6%
+148.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.3% | -11.2% | +8.8% | -1.2% |
| 30D | -1.8% | -0.8% | -0.9% | -1.8% |
| 3M | +8.0% | +26.4% | -18.4% | +5.1% |
| 6M | +17.0% | +48.4% | -31.4% | +11.5% |
| YTD | +21.3% | -3.1% | +24.4% | +20.6% |
| 1Y | +27.9% | -8.7% | +36.6% | +27.9% |
| 3Y | +70.1% | -45.8% | +115.9% | +76.3% |
| All | +76.2% | -72.6% | +148.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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