+67.1%
FDX vs IWF
+73.7%
-6.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.5% | -3.1% | -2.9% |
| 30D | +3.8% | -0.4% | +4.2% | +4.0% |
| 3M | -1.3% | -2.6% | +1.3% | +0.1% |
| 6M | +5.0% | +9.1% | -4.1% | -1.5% |
| YTD | +39.6% | +4.5% | +35.2% | +34.6% |
| 1Y | +81.1% | +10.1% | +71.0% | +68.0% |
| 3Y | +63.0% | +77.6% | -14.6% | +5.0% |
| All | +67.1% | +73.7% | -6.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling