+201.7%
IWD vs USFR
+28.6%
+173.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +3.6% | +0.4% | +3.2% | +3.4% |
| 3M | +2.2% | +1.1% | +1.1% | +1.5% |
| 6M | +13.0% | +2.0% | +10.9% | +11.7% |
| YTD | +26.5% | +3.5% | +23.0% | +24.0% |
| 1Y | +30.1% | +4.1% | +26.1% | +27.1% |
| 3Y | +84.9% | +14.4% | +70.5% | +71.3% |
| 5Y | +73.4% | +21.4% | +51.9% | +54.7% |
| All | +201.7% | +28.6% | +173.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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