+184.5%
FDX vs IWD
+197.9%
-13.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -2.5% | -0.3% | -2.3% | -2.2% |
| 30D | +3.8% | +0.6% | +3.2% | +3.1% |
| 3M | -1.3% | +7.2% | -8.5% | -8.8% |
| 6M | +5.0% | +16.2% | -11.2% | -11.3% |
| YTD | +39.6% | +23.3% | +16.3% | +10.4% |
| 1Y | +81.1% | +29.6% | +51.6% | +35.4% |
| 3Y | +63.0% | +70.5% | -7.4% | -9.6% |
| 5Y | +65.6% | +73.5% | -7.9% | -9.4% |
| All | +184.5% | +197.9% | -13.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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