+2.7%
FIG vs IWF
-6.6%
+9.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.5% |
| 7D | +3.4% | +2.8% | +0.6% | +1.5% |
| 30D | -9.5% | -7.5% | -1.9% | -6.3% |
| 3M | -26.2% | -8.5% | -17.7% | -23.8% |
| 6M | +2.7% | -7.4% | +10.1% | +7.5% |
| All | +2.7% | -6.6% | +9.3% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling