+226.3%
FIS vs IWD
+693.4%
-467.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.8% |
| 7D | -3.5% | +1.7% | -5.2% | -5.0% |
| 30D | -19.4% | +3.2% | -22.7% | -22.4% |
| 3M | -31.6% | +2.3% | -33.9% | -33.5% |
| 6M | -32.5% | +12.9% | -45.5% | -40.2% |
| YTD | -56.0% | +26.2% | -82.2% | -64.9% |
| 1Y | -55.5% | +28.3% | -83.8% | -65.1% |
| 3Y | -41.3% | +84.4% | -125.7% | -67.0% |
| 5Y | -72.3% | +73.0% | -145.2% | -83.2% |
| 10Y | -55.0% | +203.3% | -258.3% | -83.4% |
| All | +226.3% | +693.4% | -467.1% | -47.7% |
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