-83.9%
FIG vs IWD
+36.4%
-120.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.4% | +1.6% | -13.0% | -12.0% |
| 30D | -17.2% | +3.6% | -20.8% | -19.0% |
| 3M | -26.6% | +2.0% | -28.7% | -27.4% |
| 6M | -9.8% | +13.1% | -22.9% | -16.9% |
| YTD | -50.1% | +26.2% | -76.3% | -60.8% |
| 1Y | -58.1% | +29.6% | -87.6% | -68.5% |
| All | -83.9% | +36.4% | -120.3% | -87.1% |
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