+392.2%
IWF vs FDS
+132.8%
+259.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.3% |
| 7D | -1.1% | -2.1% | +1.1% | -0.4% |
| 30D | -8.3% | +16.0% | -24.3% | -13.3% |
| 3M | -5.6% | +18.8% | -24.4% | -12.2% |
| 6M | -5.4% | +54.1% | -59.5% | -22.4% |
| YTD | -1.2% | +17.0% | -18.2% | -10.2% |
| 1Y | -2.7% | +25.5% | -28.2% | -14.9% |
| 3Y | +67.8% | -23.3% | +91.1% | +81.9% |
| 5Y | +60.1% | -22.6% | +82.7% | +70.4% |
| 10Y | +392.2% | +130.2% | +262.0% | +219.7% |
| All | +392.2% | +132.8% | +259.4% | +219.7% |
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