+200.5%
IWD vs USFR
+28.0%
+172.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.8% |
| 3M | +7.0% | +1.0% | +6.0% | +6.4% |
| 6M | +17.0% | +1.9% | +15.0% | +15.7% |
| YTD | +21.6% | +2.7% | +19.0% | +19.7% |
| 1Y | +28.0% | +4.0% | +24.0% | +25.0% |
| 3Y | +70.6% | +14.0% | +56.5% | +58.2% |
| 5Y | +73.3% | +20.4% | +52.9% | +55.3% |
| 10Y | +200.5% | +28.0% | +172.5% | +160.4% |
| All | +200.5% | +28.0% | +172.5% | +160.4% |
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