-71.4%
FIS vs IWD
+68.9%
-140.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -25.5% | -0.5% | -25.0% | -25.8% |
| 30D | -15.1% | +2.7% | -17.7% | -18.3% |
| 3M | -32.1% | +0.9% | -33.0% | -33.4% |
| 6M | -36.1% | +10.5% | -46.6% | -43.4% |
| YTD | -55.4% | +23.7% | -79.1% | -65.3% |
| 1Y | -53.9% | +28.7% | -82.6% | -65.8% |
| 3Y | -39.8% | +79.7% | -119.5% | -70.5% |
| All | -71.4% | +68.9% | -140.3% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling