+74.1%
FDX vs IWD
+85.1%
-11.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.2% |
| 7D | +5.2% | +2.3% | +2.9% | +2.1% |
| 30D | +11.3% | +3.6% | +7.7% | +6.3% |
| 3M | -4.1% | +2.2% | -6.3% | -6.7% |
| 6M | +9.6% | +13.0% | -3.3% | -6.5% |
| YTD | +40.9% | +26.5% | +14.4% | +4.2% |
| 1Y | +53.0% | +30.1% | +22.9% | +9.1% |
| 3Y | +74.1% | +84.9% | -10.8% | -20.6% |
| All | +74.1% | +85.1% | -11.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling