+3,653.2%
FIX vs IWD
+207.5%
+3,445.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.9% |
| 7D | -17.5% | -0.5% | -17.0% | -17.3% |
| 30D | -41.6% | +2.7% | -44.2% | -44.0% |
| 3M | -40.6% | +0.9% | -41.5% | -41.8% |
| 6M | -49.4% | +10.5% | -59.9% | -56.2% |
| YTD | +9.2% | +23.7% | -14.5% | -18.4% |
| 1Y | +6.5% | +28.7% | -22.3% | -24.4% |
| 3Y | +448.7% | +79.7% | +369.0% | +156.2% |
| 5Y | +948.7% | +69.7% | +879.0% | +430.8% |
| All | +3,653.2% | +207.5% | +3,445.7% | +699.8% |
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