+376.5%
FIS vs IWD
+675.2%
-298.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | -2.2% | +0.6% | -2.8% | -2.7% |
| 3M | +2.1% | +7.2% | -5.1% | -4.2% |
| 6M | -14.7% | +16.2% | -30.9% | -26.0% |
| YTD | -35.7% | +23.3% | -59.0% | -47.2% |
| 1Y | -37.1% | +29.6% | -66.6% | -50.6% |
| 3Y | -20.0% | +70.5% | -90.5% | -51.2% |
| 5Y | -62.1% | +73.5% | -135.6% | -76.9% |
| 10Y | -37.4% | +198.3% | -235.7% | -76.3% |
| All | +376.5% | +675.2% | -298.7% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling