-37.5%
FIS vs IWD
+85.5%
-123.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.4% |
| 7D | +1.5% | -0.6% | +2.1% | +1.9% |
| 30D | -11.8% | +3.6% | -15.4% | -14.9% |
| 3M | -28.5% | +2.7% | -31.2% | -30.4% |
| 6M | -27.0% | +13.2% | -40.2% | -34.8% |
| YTD | -53.1% | +26.8% | -79.9% | -62.4% |
| 1Y | -52.8% | +29.3% | -82.0% | -62.9% |
| All | -37.5% | +85.5% | -123.0% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling