+3,644.4%
FIX vs IWF
+377.5%
+3,266.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -13.9% | -2.9% | -11.0% | -10.7% |
| 30D | -35.5% | -10.9% | -24.7% | -26.3% |
| 3M | -33.9% | -8.1% | -25.8% | -26.8% |
| 6M | -43.3% | -7.5% | -35.8% | -37.2% |
| YTD | +18.7% | -3.4% | +22.0% | +26.3% |
| 1Y | +13.8% | -5.0% | +18.8% | +23.8% |
| 3Y | +495.0% | +64.0% | +430.9% | +305.5% |
| 5Y | +1,049.0% | +56.8% | +992.3% | +707.8% |
| 10Y | +3,644.4% | +381.2% | +3,263.2% | +652.2% |
| All | +3,644.4% | +377.5% | +3,266.9% | +652.2% |
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