+421.3%
IWF vs FDS
+72.8%
+348.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.8% |
| 7D | +0.5% | -8.8% | +9.3% | +3.8% |
| 30D | -1.4% | -1.4% | 0.0% | -1.2% |
| 3M | +0.4% | +13.9% | -13.4% | -6.0% |
| 6M | +8.5% | +27.4% | -18.9% | -4.7% |
| YTD | +3.7% | -2.5% | +6.1% | +1.4% |
| 1Y | +8.5% | -23.8% | +32.3% | +17.7% |
| 3Y | +78.5% | -32.5% | +111.0% | +102.1% |
| 5Y | +73.6% | -23.2% | +96.8% | +82.1% |
| 10Y | +421.3% | +76.4% | +344.9% | +274.1% |
| All | +421.3% | +72.8% | +348.4% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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