+387.3%
IWF vs FDS
+127.7%
+259.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | -7.5% | +14.8% | -22.4% | -12.4% |
| 3M | -8.5% | +16.3% | -24.8% | -14.3% |
| 6M | -7.4% | +66.2% | -73.6% | -26.3% |
| YTD | -2.6% | +16.2% | -18.9% | -11.3% |
| 1Y | -1.8% | +21.8% | -23.7% | -13.0% |
| 3Y | +65.5% | -23.9% | +89.3% | +79.9% |
| 5Y | +55.8% | -23.1% | +79.0% | +66.2% |
| All | +387.3% | +127.7% | +259.6% | +216.9% |
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