-40.7%
FIS vs IWF
+418.7%
-459.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.9% |
| 7D | -8.9% | -1.7% | -7.2% | -7.7% |
| 30D | -9.9% | -1.8% | -8.1% | -8.7% |
| 3M | 0.0% | +1.5% | -1.5% | -2.0% |
| 6M | -22.9% | +7.7% | -30.6% | -28.1% |
| YTD | -40.9% | +2.7% | -43.6% | -42.7% |
| 1Y | -40.4% | +6.8% | -47.2% | -44.3% |
| 3Y | -25.4% | +76.9% | -102.2% | -55.6% |
| 5Y | -64.8% | +73.4% | -138.2% | -79.1% |
| All | -40.7% | +418.7% | -459.3% | -86.3% |
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