+420.4%
FIX vs IWD
+79.4%
+341.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -7.1% |
| 7D | -27.2% | -0.9% | -26.3% | -26.4% |
| 30D | -46.9% | +2.6% | -49.6% | -49.6% |
| 3M | -44.4% | +1.2% | -45.7% | -46.2% |
| 6M | -50.9% | +12.1% | -63.0% | -60.6% |
| YTD | +3.5% | +24.1% | -20.6% | -30.1% |
| 1Y | -2.1% | +28.5% | -30.6% | -37.5% |
| All | +420.4% | +79.4% | +341.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling