-65.6%
FIS vs IWF
+73.3%
-139.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | -3.5% | +1.5% | -4.9% | -4.3% |
| 30D | -7.8% | -1.3% | -6.6% | -7.2% |
| 3M | +0.8% | +0.1% | +0.7% | +0.2% |
| 6M | -21.9% | +10.3% | -32.2% | -27.1% |
| YTD | -39.5% | +4.2% | -43.6% | -41.4% |
| 1Y | -41.0% | +9.3% | -50.3% | -44.8% |
| 3Y | -23.6% | +79.3% | -103.0% | -51.6% |
| 5Y | -65.6% | +73.8% | -139.4% | -79.8% |
| All | -65.6% | +73.3% | -139.0% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling