+24.2%
FIX vs IWD
+28.9%
-4.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.8% |
| 7D | +9.4% | +2.3% | +7.2% | +5.3% |
| 30D | -27.8% | +3.6% | -31.4% | -32.4% |
| 3M | -35.6% | +2.2% | -37.7% | -38.2% |
| 6M | -45.2% | +13.0% | -58.2% | -58.9% |
| YTD | +19.5% | +26.5% | -7.0% | -31.0% |
| 1Y | +24.2% | +30.1% | -5.9% | -32.4% |
| All | +24.2% | +28.9% | -4.7% | -32.4% |
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