+286.4%
IWD vs USFR
+28.5%
+257.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +3.6% | +0.4% | +3.2% | +3.4% |
| 3M | +2.3% | +1.1% | +1.3% | +1.9% |
| 6M | +13.0% | +2.0% | +11.0% | +12.2% |
| YTD | +26.2% | +3.4% | +22.8% | +24.7% |
| 1Y | +30.5% | +4.1% | +26.4% | +28.6% |
| 3Y | +86.2% | +14.3% | +71.9% | +77.5% |
| 5Y | +72.9% | +21.3% | +51.6% | +61.3% |
| 10Y | +205.0% | +28.5% | +176.6% | +179.4% |
| All | +286.4% | +28.5% | +257.9% | +249.9% |
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