+16.2%
FIX vs IWF
-3.5%
+19.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.2% |
| 7D | +16.9% | +5.3% | +11.6% | +6.9% |
| 30D | -30.6% | -8.6% | -22.1% | -17.9% |
| 3M | -35.1% | -6.5% | -28.6% | -25.8% |
| 6M | -44.0% | -5.6% | -38.4% | -37.2% |
| YTD | +21.0% | -1.5% | +22.6% | +26.8% |
| 1Y | +16.2% | -2.8% | +19.0% | +26.6% |
| All | +16.2% | -3.5% | +19.7% | +26.6% |
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 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