+8.1%
FPS vs IWD
+17.3%
-9.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +4.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.9% |
| 30D | -18.6% | +0.6% | -19.1% | -20.2% |
| 3M | -51.5% | +7.2% | -58.7% | -61.4% |
| 6M | -8.5% | +16.2% | -24.7% | -42.3% |
| All | +8.1% | +17.3% | -9.2% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling