+32,408.1%
FIX vs IWF
+727.1%
+31,681.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +0.5% | +5.5% | +5.4% |
| 30D | -7.2% | -0.4% | -6.9% | -6.8% |
| 3M | -15.9% | -2.6% | -13.2% | -12.9% |
| 6M | +12.7% | +9.1% | +3.6% | +4.5% |
| YTD | +72.8% | +4.5% | +68.3% | +67.5% |
| 1Y | +122.9% | +10.1% | +112.8% | +107.1% |
| 3Y | +774.3% | +77.6% | +696.7% | +430.8% |
| 5Y | +2,049.5% | +73.7% | +1,975.8% | +1,206.2% |
| 10Y | +5,821.5% | +411.5% | +5,409.9% | +1,114.1% |
| All | +32,408.1% | +727.1% | +31,681.0% | +3,384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling