-52.4%
FIS vs IWF
+383.8%
-436.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +5.0% |
| 7D | +2.8% | +2.8% | 0.0% | +0.8% |
| 30D | -16.7% | -7.5% | -9.2% | -12.6% |
| 3M | -32.3% | -8.5% | -23.8% | -28.6% |
| 6M | -29.1% | -7.4% | -21.6% | -26.4% |
| YTD | -54.1% | -2.6% | -51.5% | -54.3% |
| 1Y | -53.7% | -1.8% | -51.9% | -54.2% |
| 3Y | -38.8% | +65.5% | -104.3% | -62.2% |
| 5Y | -71.1% | +55.8% | -126.9% | -81.4% |
| All | -52.4% | +383.8% | -436.2% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling