+6.9%
FPS vs IWF
+9.1%
-2.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.0% |
| 7D | +5.3% | +0.5% | +4.8% | +4.1% |
| 30D | -17.6% | -1.4% | -16.2% | -14.7% |
| 3M | -45.8% | +0.4% | -46.2% | -45.6% |
| 6M | -10.1% | +8.5% | -18.6% | -16.1% |
| All | +6.9% | +9.1% | -2.2% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling