+277.7%
IWD vs USFR
+27.5%
+250.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +0.6% | +0.3% | +0.3% | +0.5% |
| 3M | +7.2% | +1.0% | +6.2% | +6.8% |
| 6M | +16.2% | +1.9% | +14.3% | +15.4% |
| YTD | +23.3% | +2.6% | +20.7% | +22.2% |
| 1Y | +29.6% | +4.0% | +25.6% | +27.7% |
| 3Y | +70.5% | +14.1% | +56.4% | +62.6% |
| 5Y | +73.5% | +20.4% | +53.1% | +62.3% |
| 10Y | +198.3% | +28.0% | +170.3% | +173.7% |
| All | +277.7% | +27.5% | +250.2% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling