+1,381.7%
FDX vs IWF
+664.8%
+716.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | +0.5% | -2.9% | +3.4% | +2.9% |
| 30D | +9.5% | -10.9% | +20.4% | +20.1% |
| 3M | -1.3% | -8.1% | +6.8% | +5.2% |
| 6M | +5.5% | -7.5% | +13.1% | +11.4% |
| YTD | +38.9% | -3.4% | +42.3% | +40.4% |
| 1Y | +58.8% | -5.0% | +63.8% | +62.7% |
| 3Y | +71.1% | +64.0% | +7.1% | +6.1% |
| 5Y | +76.3% | +56.8% | +19.5% | +11.8% |
| 10Y | +153.4% | +381.2% | -227.8% | -41.3% |
| All | +1,381.7% | +664.8% | +716.9% | +79.5% |
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