-83.4%
FRMI vs IWD
+26.2%
-109.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +10.9% | -2.3% | +13.2% | +14.6% |
| 30D | -24.3% | -1.8% | -22.5% | -22.6% |
| 3M | -21.8% | +8.0% | -29.8% | -33.0% |
| 6M | -33.0% | +17.0% | -50.0% | -50.5% |
| YTD | -32.6% | +21.3% | -53.9% | -48.9% |
| All | -83.4% | +26.2% | -109.7% | -86.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling