-79.1%
FIG vs IWD
+33.3%
-112.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.9% |
| 7D | -16.3% | -0.3% | -16.0% | -16.1% |
| 30D | -14.3% | +0.6% | -14.9% | -14.7% |
| 3M | +7.2% | +7.2% | -0.1% | +2.6% |
| 6M | -18.6% | +16.2% | -34.8% | -28.9% |
| YTD | -35.5% | +23.3% | -58.8% | -48.6% |
| 1Y | -55.8% | +29.6% | -85.4% | -66.8% |
| All | -79.1% | +33.3% | -112.4% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling