-41.4%
FIS vs IWF
+66.6%
-108.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -27.4% | -2.9% | -24.5% | -26.9% |
| 30D | -16.8% | -10.9% | -6.0% | -14.4% |
| 3M | -32.6% | -8.1% | -24.5% | -31.3% |
| 6M | -33.4% | -7.5% | -25.9% | -32.3% |
| YTD | -56.0% | -3.4% | -52.7% | -56.1% |
| 1Y | -55.1% | -5.0% | -50.1% | -54.9% |
| 3Y | -41.4% | +64.0% | -105.4% | -56.1% |
| All | -41.4% | +66.6% | -108.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling