+14.5%
FIX vs IWF
-3.4%
+17.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +4.1% |
| 7D | -7.2% | -1.0% | -6.2% | -5.0% |
| 30D | -35.1% | -10.1% | -25.0% | -20.9% |
| 3M | -34.3% | -7.6% | -26.7% | -23.3% |
| 6M | -42.9% | -6.7% | -36.2% | -34.7% |
| YTD | +19.5% | -2.5% | +22.0% | +27.4% |
| All | +14.5% | -3.4% | +17.9% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling