+1,027.6%
FIX vs IWF
+55.4%
+972.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.1% |
| 7D | +9.4% | +2.8% | +6.6% | +6.2% |
| 30D | -27.8% | -7.5% | -20.2% | -19.9% |
| 3M | -35.6% | -8.5% | -27.1% | -27.5% |
| 6M | -45.2% | -7.4% | -37.8% | -38.9% |
| YTD | +19.5% | -2.6% | +22.1% | +26.6% |
| 1Y | +24.2% | -1.8% | +26.1% | +31.0% |
| 3Y | +494.2% | +65.5% | +428.7% | +307.8% |
| All | +1,027.6% | +55.4% | +972.2% | +704.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling