-54.4%
FPS vs IWD
+10.9%
-65.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.5% |
| 7D | -24.5% | -0.5% | -24.1% | -22.6% |
| 30D | -52.1% | +2.7% | -54.7% | -53.9% |
| 3M | -48.4% | +0.9% | -49.2% | -48.7% |
| 6M | -54.4% | +10.5% | -64.9% | -67.1% |
| All | -54.4% | +10.9% | -65.3% | -67.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling