-80.3%
FIG vs IWD
+32.2%
-112.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.1% |
| 7D | -16.4% | -0.2% | -16.2% | -16.2% |
| 30D | -2.3% | -0.8% | -1.5% | -1.7% |
| 3M | +7.8% | +8.0% | -0.2% | +2.8% |
| 6M | -21.8% | +18.2% | -40.0% | -33.3% |
| YTD | -39.1% | +22.3% | -61.5% | -51.2% |
| 1Y | -56.6% | +28.9% | -85.5% | -66.9% |
| All | -80.3% | +32.2% | -112.5% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling