+70.0%
FDX vs IWF
+50.6%
+19.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.5% |
| 7D | -1.6% | -5.0% | +3.3% | +1.5% |
| 30D | +6.6% | -13.2% | +19.8% | +16.4% |
| 3M | -2.1% | -9.4% | +7.4% | +3.8% |
| 6M | +2.2% | -8.6% | +10.7% | +7.2% |
| YTD | +33.9% | -5.3% | +39.2% | +36.9% |
| 1Y | +50.2% | -5.0% | +55.2% | +52.9% |
| 3Y | +65.5% | +64.6% | +0.9% | +11.0% |
| All | +70.0% | +50.6% | +19.4% | +12.9% |
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