+948.1%
FIX vs IWF
+50.6%
+897.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +4.0% |
| 7D | -17.5% | -5.0% | -12.5% | -11.9% |
| 30D | -41.6% | -13.2% | -28.4% | -30.3% |
| 3M | -40.6% | -9.4% | -31.2% | -32.5% |
| 6M | -49.4% | -8.6% | -40.8% | -42.8% |
| YTD | +9.2% | -5.3% | +14.5% | +19.2% |
| 1Y | +6.5% | -5.0% | +11.4% | +16.4% |
| 3Y | +448.7% | +64.6% | +384.1% | +281.4% |
| All | +948.1% | +50.6% | +897.5% | +674.0% |
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