+7.0%
FE vs IWD
+28.9%
-21.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.2% | +2.3% | -1.0% | +0.9% |
| 30D | +4.5% | +3.6% | +0.9% | +3.9% |
| 3M | +1.3% | +2.2% | -0.8% | +0.9% |
| 6M | +8.7% | +13.0% | -4.3% | +7.3% |
| YTD | +9.2% | +26.5% | -17.3% | +6.5% |
| 1Y | +7.0% | +30.1% | -23.2% | +4.5% |
| All | +7.0% | +28.9% | -21.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling