+5,892.0%
FIX vs IWD
+197.9%
+5,694.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | -7.2% | +0.6% | -7.8% | -8.2% |
| 3M | -15.9% | +7.2% | -23.1% | -23.7% |
| 6M | +12.7% | +16.2% | -3.5% | -7.7% |
| YTD | +72.8% | +23.3% | +49.5% | +30.6% |
| 1Y | +122.9% | +29.6% | +93.3% | +58.3% |
| 3Y | +774.3% | +70.5% | +703.9% | +341.7% |
| 5Y | +2,049.5% | +73.5% | +1,976.0% | +970.3% |
| All | +5,892.0% | +197.9% | +5,694.0% | +1,490.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling