-25.9%
FPS vs IWF
+1.7%
-27.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -2.6% |
| 7D | -20.9% | -2.9% | -17.9% | -12.6% |
| 30D | -46.3% | -10.9% | -35.5% | -24.6% |
| 3M | -42.9% | -8.1% | -34.8% | -25.1% |
| 6M | -46.8% | -7.5% | -39.3% | -29.9% |
| All | -25.9% | +1.7% | -27.6% | -15.4% |
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