+6.5%
FIX vs IWD
+28.1%
-21.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +6.1% |
| 7D | -17.5% | -0.5% | -17.0% | -17.0% |
| 30D | -41.6% | +2.7% | -44.2% | -44.9% |
| 3M | -40.6% | +0.9% | -41.5% | -42.2% |
| 6M | -49.4% | +10.5% | -59.9% | -60.8% |
| YTD | +9.2% | +23.7% | -14.5% | -35.8% |
| 1Y | +6.5% | +28.7% | -22.3% | -42.6% |
| All | +6.5% | +28.1% | -21.7% | -42.6% |
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