+81.1%
FDX vs IWF
+10.9%
+70.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.5% | -3.1% | -2.7% |
| 30D | +3.8% | -0.4% | +4.2% | +4.0% |
| 3M | -1.3% | -2.6% | +1.3% | -0.3% |
| 6M | +5.0% | +9.1% | -4.1% | +0.5% |
| YTD | +39.6% | +4.5% | +35.2% | +35.3% |
| 1Y | +81.1% | +10.1% | +71.0% | +79.4% |
| All | +81.1% | +10.9% | +70.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling