+56.8%
IWF vs FDS
-22.8%
+79.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -10.9% | +13.5% | -24.4% | -13.8% |
| 3M | -8.1% | +15.2% | -23.3% | -11.8% |
| 6M | -7.5% | +47.0% | -54.6% | -18.6% |
| YTD | -3.4% | +13.9% | -17.3% | -7.1% |
| 1Y | -5.0% | +25.2% | -30.2% | -12.8% |
| 3Y | +64.0% | -25.3% | +89.4% | +88.0% |
| 5Y | +56.8% | -23.3% | +80.1% | +72.9% |
| All | +56.8% | -22.8% | +79.5% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling