+79.2%
IWD vs FRSH
-70.6%
+149.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.2% |
| 7D | -0.3% | -8.2% | +7.9% | +0.6% |
| 30D | +0.6% | +10.5% | -9.9% | -0.5% |
| 3M | +7.2% | +32.7% | -25.5% | +3.8% |
| 6M | +16.2% | +50.3% | -34.1% | +10.6% |
| YTD | +23.3% | +3.9% | +19.4% | +21.8% |
| 1Y | +29.6% | -2.2% | +31.7% | +28.6% |
| 3Y | +70.5% | -42.9% | +113.4% | +75.8% |
| All | +79.2% | -70.6% | +149.8% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling