+149.8%
FDX vs IWD
+202.4%
-52.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.8% | +1.7% | -0.9% | -1.1% |
| 30D | +9.9% | +3.2% | +6.7% | +6.1% |
| 3M | -1.9% | +2.3% | -4.2% | -4.3% |
| 6M | +6.1% | +12.9% | -6.9% | -7.6% |
| YTD | +38.8% | +26.2% | +12.6% | +6.9% |
| 1Y | +50.0% | +28.3% | +21.7% | +13.4% |
| 3Y | +71.0% | +84.4% | -13.3% | -13.2% |
| 5Y | +72.5% | +73.0% | -0.5% | -5.3% |
| All | +149.8% | +202.4% | -52.6% | -23.3% |
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