+21,930.4%
FIX vs IWD
+754.2%
+21,176.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.6% | -17.7% | -18.1% |
| 7D | -18.9% | +2.5% | -21.5% | -21.7% |
| 30D | -36.3% | +6.0% | -42.3% | -40.8% |
| 3M | -38.5% | +3.8% | -42.3% | -41.6% |
| 6M | -42.3% | +16.3% | -58.6% | -51.8% |
| YTD | +17.1% | +27.5% | -10.4% | -11.2% |
| 1Y | +14.4% | +32.8% | -18.4% | -16.9% |
| 3Y | +486.7% | +84.3% | +402.4% | +202.2% |
| 5Y | +1,083.7% | +75.7% | +1,008.0% | +549.5% |
| 10Y | +3,932.4% | +220.9% | +3,711.5% | +1,120.7% |
| All | +21,930.4% | +754.2% | +21,176.2% | +2,391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling