+225.8%
FIS vs IWF
+999.6%
-773.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.6% |
| 7D | -27.4% | -2.9% | -24.5% | -26.0% |
| 30D | -16.8% | -10.9% | -6.0% | -9.5% |
| 3M | -32.6% | -8.1% | -24.5% | -28.7% |
| 6M | -33.4% | -7.5% | -25.9% | -30.6% |
| YTD | -56.0% | -3.4% | -52.7% | -56.0% |
| 1Y | -55.1% | -5.0% | -50.1% | -54.5% |
| 3Y | -41.4% | +64.0% | -105.4% | -64.7% |
| 5Y | -72.7% | +56.8% | -129.4% | -83.1% |
| 10Y | -55.5% | +381.2% | -436.7% | -90.3% |
| All | +225.8% | +999.6% | -773.9% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling