+102.2%
FE vs IWD
+207.5%
-105.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -1.0% | -0.5% | -0.6% | -0.8% |
| 30D | +4.1% | +2.7% | +1.5% | +2.2% |
| 3M | -1.0% | +0.9% | -1.9% | -1.7% |
| 6M | +4.0% | +10.5% | -6.5% | -3.2% |
| YTD | +6.8% | +23.7% | -16.9% | -8.4% |
| 1Y | +5.3% | +28.7% | -23.4% | -12.3% |
| 3Y | +44.6% | +79.7% | -35.1% | -7.0% |
| 5Y | +44.2% | +69.7% | -25.5% | -4.0% |
| All | +102.2% | +207.5% | -105.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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