+2,105.4%
FIX vs IWD
+73.6%
+2,031.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | -7.2% | +0.6% | -7.8% | -8.3% |
| 3M | -15.9% | +7.2% | -23.1% | -24.4% |
| 6M | +12.7% | +16.2% | -3.5% | -9.4% |
| YTD | +72.8% | +23.3% | +49.5% | +27.7% |
| 1Y | +122.9% | +29.6% | +93.3% | +54.3% |
| 3Y | +774.3% | +70.5% | +703.9% | +331.1% |
| All | +2,105.4% | +73.6% | +2,031.8% | +970.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling