-83.7%
FIG vs IWD
+33.7%
-117.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | -13.1% | -0.5% | -12.7% | -11.6% |
| 30D | -13.0% | +2.7% | -15.7% | -13.7% |
| 3M | -21.5% | +0.9% | -22.4% | -21.0% |
| 6M | -2.5% | +10.5% | -13.0% | -7.8% |
| YTD | -49.7% | +23.7% | -73.4% | -59.5% |
| 1Y | -59.1% | +28.7% | -87.8% | -69.1% |
| All | -83.7% | +33.7% | -117.4% | -86.7% |
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