+67.1%
FDX vs IWD
+73.6%
-6.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.3% |
| 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% | -9.1% |
| 6M | +5.0% | +16.2% | -11.2% | -11.9% |
| YTD | +39.6% | +23.3% | +16.3% | +9.3% |
| 1Y | +81.1% | +29.6% | +51.6% | +33.8% |
| 3Y | +63.0% | +70.5% | -7.4% | -10.9% |
| All | +67.1% | +73.6% | -6.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling