+1,046.7%
FIX vs IWD
+72.9%
+973.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +6.5% |
| 7D | -7.2% | +1.3% | -8.5% | -9.2% |
| 30D | -35.1% | +3.6% | -38.7% | -38.6% |
| 3M | -34.3% | +2.3% | -36.6% | -36.8% |
| 6M | -42.9% | +13.0% | -56.0% | -52.7% |
| YTD | +19.5% | +26.2% | -6.7% | -14.7% |
| 1Y | +16.8% | +30.5% | -13.7% | -20.2% |
| 3Y | +506.7% | +86.2% | +420.5% | +168.5% |
| 5Y | +1,046.7% | +72.9% | +973.8% | +460.7% |
| All | +1,046.7% | +72.9% | +973.8% | +460.7% |
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