+46.3%
FE vs IWD
+68.9%
-22.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | -1.0% | +0.9% | -1.9% | -1.6% |
| 6M | +4.0% | +10.5% | -6.5% | -1.6% |
| YTD | +6.8% | +23.7% | -16.9% | -5.3% |
| 1Y | +5.3% | +28.7% | -23.4% | -8.9% |
| 3Y | +44.6% | +79.7% | -35.1% | -0.5% |
| All | +46.3% | +68.9% | -22.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling