-40.4%
FIS vs IWF
+6.4%
-46.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -8.9% | -1.7% | -7.2% | -8.6% |
| 30D | -9.9% | -1.8% | -8.1% | -9.6% |
| 3M | 0.0% | +1.5% | -1.5% | -0.5% |
| 6M | -22.9% | +7.7% | -30.6% | -24.7% |
| YTD | -40.9% | +2.7% | -43.6% | -41.2% |
| 1Y | -40.4% | +6.8% | -47.2% | -41.1% |
| All | -40.4% | +6.4% | -46.8% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling