+73.6%
IWD vs USFR
+20.5%
+53.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -0.2% | +0.1% | -0.2% | -0.1% |
| 30D | -0.8% | +0.3% | -1.1% | -0.6% |
| 3M | +8.0% | +1.0% | +7.1% | +8.6% |
| 6M | +18.2% | +1.9% | +16.3% | +19.2% |
| YTD | +22.3% | +2.7% | +19.7% | +23.5% |
| 1Y | +28.9% | +4.0% | +24.9% | +30.5% |
| 3Y | +71.5% | +14.0% | +57.5% | +87.8% |
| 5Y | +73.6% | +20.4% | +53.2% | +105.1% |
| All | +73.6% | +20.5% | +53.1% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling