+3,553.2%
FIX vs IWD
+203.0%
+3,350.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | +9.4% | +2.3% | +7.2% | +6.3% |
| 30D | -27.8% | +3.6% | -31.4% | -31.4% |
| 3M | -35.6% | +2.2% | -37.7% | -37.7% |
| 6M | -45.2% | +13.0% | -58.2% | -54.0% |
| YTD | +19.5% | +26.5% | -7.0% | -13.2% |
| 1Y | +24.2% | +30.1% | -5.9% | -13.0% |
| 3Y | +494.2% | +84.9% | +409.3% | +167.7% |
| 5Y | +1,036.1% | +73.4% | +962.8% | +460.0% |
| All | +3,553.2% | +203.0% | +3,350.2% | +773.0% |
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