-83.2%
FIG vs IWF
+2.9%
-86.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.9% |
| 7D | +3.4% | +2.8% | +0.6% | +0.5% |
| 30D | -9.5% | -7.5% | -1.9% | -2.2% |
| 3M | -26.2% | -8.5% | -17.7% | -19.7% |
| 6M | +2.7% | -7.4% | +10.1% | +10.5% |
| YTD | -48.0% | -2.6% | -45.3% | -46.9% |
| 1Y | -52.0% | -1.8% | -50.2% | -51.6% |
| All | -83.2% | +2.9% | -86.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling