+727.5%
IWF vs FDS
+2,391.6%
-1,664.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.2% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | -0.4% | +9.0% | -9.4% | -3.5% |
| 3M | -2.6% | +18.9% | -21.5% | -9.7% |
| 6M | +9.1% | +35.1% | -26.0% | -4.6% |
| YTD | +4.5% | +5.5% | -1.0% | -1.1% |
| 1Y | +10.1% | -16.8% | +26.9% | +12.3% |
| 3Y | +77.6% | -28.1% | +105.7% | +89.3% |
| 5Y | +73.7% | -17.4% | +91.1% | +75.2% |
| 10Y | +411.5% | +85.4% | +326.1% | +281.0% |
| All | +727.5% | +2,391.6% | -1,664.0% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling