+1,389.9%
FDX vs IWF
+727.1%
+662.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.5% | -3.1% | -3.0% |
| 30D | +3.8% | -0.4% | +4.2% | +4.1% |
| 3M | -1.3% | -2.6% | +1.3% | +0.3% |
| 6M | +5.0% | +9.1% | -4.1% | -3.3% |
| YTD | +39.6% | +4.5% | +35.2% | +33.0% |
| 1Y | +81.1% | +10.1% | +71.0% | +64.4% |
| 3Y | +63.0% | +77.6% | -14.6% | -4.9% |
| 5Y | +65.6% | +73.7% | -8.1% | -3.4% |
| 10Y | +183.4% | +411.5% | -228.2% | -37.2% |
| All | +1,389.9% | +727.1% | +662.9% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling