-40.2%
FIS vs IWD
+195.2%
-235.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.2% |
| 30D | -7.8% | -0.8% | -7.0% | -7.0% |
| 3M | +0.8% | +8.0% | -7.2% | -6.8% |
| 6M | -21.9% | +18.2% | -40.1% | -34.5% |
| YTD | -39.5% | +22.3% | -61.8% | -51.1% |
| 1Y | -41.0% | +28.9% | -69.9% | -54.8% |
| 3Y | -23.6% | +71.5% | -95.2% | -56.8% |
| 5Y | -65.6% | +73.6% | -139.2% | -80.5% |
| 10Y | -40.2% | +194.7% | -234.9% | -78.6% |
| All | -40.2% | +195.2% | -235.4% | -78.6% |
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