-84.3%
FRMI vs IWD
+28.4%
-112.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +6.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -17.3% | +0.6% | -17.9% | -18.4% |
| 3M | -17.2% | +7.2% | -24.4% | -27.2% |
| 6M | -43.4% | +16.2% | -59.6% | -57.4% |
| YTD | -36.0% | +23.3% | -59.3% | -52.5% |
| All | -84.3% | +28.4% | -112.6% | -87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling