-82.4%
FRMI vs IWD
+27.3%
-109.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +12.7% |
| 7D | +23.3% | -0.2% | +23.5% | +23.3% |
| 30D | -7.6% | -0.8% | -6.8% | -7.0% |
| 3M | +0.2% | +8.0% | -7.9% | -14.4% |
| 6M | -28.7% | +18.2% | -46.9% | -48.1% |
| YTD | -28.6% | +22.3% | -51.0% | -46.5% |
| All | -82.4% | +27.3% | -109.8% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling