+46.3%
FE vs IWD
+70.2%
-23.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +6.4% | +2.6% | +3.8% | +4.9% |
| 3M | -0.5% | +1.2% | -1.7% | -1.2% |
| 6M | +4.7% | +12.1% | -7.4% | -1.7% |
| YTD | +8.4% | +24.1% | -15.8% | -4.2% |
| 1Y | +7.2% | +28.5% | -21.3% | -7.1% |
| 3Y | +44.9% | +79.5% | -34.6% | -0.1% |
| 5Y | +46.3% | +70.3% | -24.0% | +3.6% |
| All | +46.3% | +70.2% | -23.9% | +3.6% |
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