+201.7%
IWD vs FTV
+109.2%
+92.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | +3.9% | -1.6% | +0.5% |
| 30D | +3.6% | +18.7% | -15.1% | -4.5% |
| 3M | +2.2% | +10.0% | -7.9% | -2.6% |
| 6M | +13.0% | +14.6% | -1.6% | +5.2% |
| YTD | +26.5% | +23.4% | +3.1% | +12.4% |
| 1Y | +30.1% | +31.3% | -1.2% | +12.0% |
| 3Y | +84.9% | +39.8% | +45.1% | +50.8% |
| 5Y | +73.4% | +17.7% | +55.7% | +51.3% |
| All | +201.7% | +109.2% | +92.5% | +96.1% |
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