+220.9%
IWD vs FTV
+126.9%
+94.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +0.9% |
| 30D | +3.6% | +18.3% | -14.7% | -4.2% |
| 3M | +2.0% | +9.8% | -7.8% | -2.6% |
| 6M | +13.1% | +12.3% | +0.7% | +6.4% |
| YTD | +26.2% | +23.1% | +3.1% | +12.5% |
| 1Y | +29.6% | +32.5% | -3.0% | +11.3% |
| 3Y | +84.3% | +38.3% | +46.0% | +51.7% |
| 5Y | +73.4% | +16.8% | +56.6% | +52.2% |
| 10Y | +202.5% | +106.6% | +95.9% | +100.6% |
| All | +220.9% | +126.9% | +94.0% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling