+3,800.0%
FIX vs IWF
+391.9%
+3,408.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +6.3% |
| 7D | -7.2% | -1.0% | -6.2% | -5.6% |
| 30D | -35.1% | -10.1% | -25.0% | -26.5% |
| 3M | -34.3% | -7.6% | -26.7% | -27.6% |
| 6M | -42.9% | -6.7% | -36.2% | -37.3% |
| YTD | +19.5% | -2.5% | +22.0% | +26.0% |
| 1Y | +16.8% | -2.1% | +18.8% | +23.2% |
| 3Y | +506.7% | +68.6% | +438.1% | +302.9% |
| 5Y | +1,046.7% | +55.8% | +990.9% | +709.9% |
| 10Y | +3,800.0% | +383.3% | +3,416.7% | +707.6% |
| All | +3,800.0% | +391.9% | +3,408.1% | +707.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling