-22.6%
FPS vs IWF
+5.1%
-27.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.4% | -17.7% | -18.3% |
| 7D | -23.3% | -4.2% | -19.2% | -14.1% |
| 30D | -42.4% | -8.1% | -34.3% | -26.9% |
| 3M | -43.0% | -5.1% | -38.0% | -33.0% |
| 6M | -44.5% | -1.4% | -43.1% | -38.4% |
| All | -22.6% | +5.1% | -27.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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