+79.3%
IWF vs FDS
-30.4%
+109.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.2% |
| 7D | +1.5% | -5.4% | +6.9% | +2.1% |
| 30D | -1.3% | +1.6% | -2.9% | -1.5% |
| 3M | +0.1% | +17.7% | -17.6% | -2.3% |
| 6M | +10.3% | +29.1% | -18.8% | +5.4% |
| YTD | +4.2% | +1.0% | +3.2% | +5.3% |
| 1Y | +9.3% | -21.6% | +30.9% | +19.7% |
| 3Y | +79.3% | -30.1% | +109.5% | +98.8% |
| All | +79.3% | -30.4% | +109.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling