+11.4%
FPS vs IWF
+9.6%
+1.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.8% |
| 7D | +10.4% | +1.5% | +8.9% | +6.6% |
| 30D | -16.5% | -1.3% | -15.3% | -13.8% |
| 3M | -45.5% | +0.1% | -45.7% | -45.0% |
| 6M | +2.1% | +10.3% | -8.2% | -8.7% |
| All | +11.4% | +9.6% | +1.8% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling