+73.6%
IWD vs FTV
+4.3%
+69.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -0.8% | -8.3% | +7.5% | +2.7% |
| 3M | +8.0% | -7.4% | +15.4% | +11.0% |
| 6M | +18.2% | -1.2% | +19.4% | +17.9% |
| YTD | +22.3% | +2.7% | +19.6% | +19.1% |
| 1Y | +28.9% | +18.4% | +10.4% | +17.3% |
| 3Y | +71.5% | -2.0% | +73.6% | +67.1% |
| 5Y | +73.6% | +3.4% | +70.2% | +55.9% |
| All | +73.6% | +4.3% | +69.3% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling