+178.8%
FDX vs IWF
+412.6%
-233.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -2.3% | +0.5% | -2.9% | -2.7% |
| 30D | -4.9% | -1.4% | -3.5% | -3.9% |
| 3M | -6.5% | +0.4% | -6.9% | -7.2% |
| 6M | +6.7% | +8.5% | -1.8% | -0.9% |
| YTD | +33.9% | +3.7% | +30.2% | +28.7% |
| 1Y | +72.2% | +8.5% | +63.7% | +58.9% |
| 3Y | +60.2% | +78.5% | -18.3% | -6.0% |
| 5Y | +62.9% | +73.6% | -10.7% | -3.6% |
| 10Y | +178.8% | +421.3% | -242.5% | -46.3% |
| All | +178.8% | +412.6% | -233.8% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling