-52.0%
FIS vs IWD
+205.2%
-257.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.3% |
| 7D | +1.5% | -0.6% | +2.1% | +2.0% |
| 30D | -11.8% | +3.6% | -15.4% | -15.7% |
| 3M | -28.5% | +2.7% | -31.2% | -31.0% |
| 6M | -27.0% | +13.2% | -40.2% | -36.4% |
| YTD | -53.1% | +26.8% | -79.9% | -63.8% |
| 1Y | -52.8% | +29.3% | -82.0% | -64.3% |
| 3Y | -37.5% | +85.1% | -122.6% | -67.7% |
| 5Y | -71.1% | +74.2% | -145.3% | -83.9% |
| 10Y | -52.0% | +204.6% | -256.6% | -82.4% |
| All | -52.0% | +205.2% | -257.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling