+200.5%
IWD vs FTV
+78.2%
+122.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | -1.6% | -9.5% | +7.9% | +3.0% |
| 3M | +7.0% | -10.9% | +17.9% | +12.5% |
| 6M | +17.0% | -0.6% | +17.6% | +16.3% |
| YTD | +21.6% | +1.4% | +20.2% | +18.8% |
| 1Y | +28.0% | +17.6% | +10.4% | +15.8% |
| 3Y | +70.6% | -3.3% | +73.8% | +66.6% |
| 5Y | +73.3% | -0.1% | +73.5% | +63.4% |
| 10Y | +200.5% | +82.5% | +118.0% | +114.4% |
| All | +200.5% | +78.2% | +122.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling