+3,759.0%
FIX vs IWD
+205.2%
+3,553.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.4% |
| 7D | +6.4% | -0.6% | +7.0% | +7.8% |
| 30D | -29.1% | +3.6% | -32.7% | -32.7% |
| 3M | -31.1% | +2.7% | -33.8% | -34.0% |
| 6M | -42.8% | +13.2% | -56.0% | -52.1% |
| YTD | +24.6% | +26.8% | -2.1% | -9.7% |
| 1Y | +21.9% | +29.3% | -7.3% | -13.7% |
| 3Y | +524.9% | +85.1% | +439.8% | +181.0% |
| 5Y | +1,092.2% | +74.2% | +1,018.0% | +483.7% |
| 10Y | +3,759.0% | +204.6% | +3,554.4% | +808.3% |
| All | +3,759.0% | +205.2% | +3,553.8% | +808.3% |
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