-91.7%
FRMI vs IWD
+30.1%
-121.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.4% | +17.1% | +16.6% |
| 7D | -0.5% | -0.6% | 0.0% | +1.4% |
| 30D | -44.3% | +3.6% | -47.9% | -47.7% |
| 3M | -74.6% | +2.7% | -77.2% | -75.8% |
| 6M | -66.3% | +13.2% | -79.5% | -75.4% |
| YTD | -77.4% | +26.8% | -104.1% | -87.5% |
| 1Y | -91.7% | +29.3% | -121.0% | -95.5% |
| All | -91.7% | +30.1% | -121.8% | -95.5% |
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 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