-70.8%
FIS vs IWD
+72.9%
-143.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +3.9% |
| 7D | +2.8% | +2.3% | +0.5% | +0.5% |
| 30D | -16.7% | +3.6% | -20.3% | -20.6% |
| 3M | -32.3% | +2.2% | -34.4% | -34.3% |
| 6M | -29.1% | +13.0% | -42.0% | -38.5% |
| YTD | -54.1% | +26.5% | -80.7% | -65.2% |
| 1Y | -53.7% | +30.1% | -83.9% | -66.0% |
| 3Y | -38.8% | +84.9% | -123.7% | -71.0% |
| All | -70.8% | +72.9% | -143.7% | -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