+14.4%
FIX vs IWD
+33.0%
-18.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.6% | -17.7% | -19.4% |
| 7D | -18.9% | +2.5% | -21.5% | -22.9% |
| 30D | -36.3% | +6.0% | -42.3% | -43.5% |
| 3M | -38.5% | +3.8% | -42.3% | -43.3% |
| 6M | -42.3% | +16.3% | -58.6% | -60.2% |
| YTD | +17.1% | +27.5% | -10.4% | -35.6% |
| 1Y | +14.4% | +32.8% | -18.4% | -43.1% |
| All | +14.4% | +33.0% | -18.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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