-79.9%
FIG vs IWF
+9.4%
-89.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.0% |
| 7D | -3.8% | -0.9% | -2.9% | -2.9% |
| 30D | -2.3% | -1.7% | -0.6% | -0.6% |
| 3M | +20.0% | +0.7% | +19.3% | +17.7% |
| 6M | -16.7% | +8.6% | -25.2% | -25.8% |
| YTD | -37.9% | +3.5% | -41.4% | -40.2% |
| 1Y | -58.5% | +7.0% | -65.6% | -60.3% |
| All | -79.9% | +9.4% | -89.3% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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