-94.9%
FRMI vs IWD
+31.3%
-126.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +2.7% |
| 7D | -24.7% | +1.3% | -26.0% | -25.6% |
| 30D | -51.6% | +3.6% | -55.2% | -53.8% |
| 3M | -73.1% | +2.3% | -75.5% | -74.0% |
| 6M | -68.3% | +13.0% | -81.3% | -74.5% |
| YTD | -79.3% | +26.2% | -105.4% | -85.0% |
| 1Y | -93.2% | +30.5% | -123.6% | -94.8% |
| All | -94.9% | +31.3% | -126.2% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling