+32,408.1%
FIX vs IWD
+726.5%
+31,681.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.7% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | -7.2% | +0.6% | -7.8% | -8.0% |
| 3M | -15.9% | +7.2% | -23.1% | -22.4% |
| 6M | +12.7% | +16.2% | -3.5% | -4.4% |
| YTD | +72.8% | +23.3% | +49.5% | +37.1% |
| 1Y | +122.9% | +29.6% | +93.3% | +67.9% |
| 3Y | +774.3% | +70.5% | +703.9% | +395.0% |
| 5Y | +2,049.5% | +73.5% | +1,976.0% | +1,108.9% |
| 10Y | +5,821.5% | +198.3% | +5,623.1% | +1,852.4% |
| All | +32,408.1% | +726.5% | +31,681.6% | +3,744.1% |
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