+20,440.4%
FIX vs IWF
+649.6%
+19,790.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +4.2% |
| 7D | -17.5% | -5.0% | -12.5% | -12.6% |
| 30D | -41.6% | -13.2% | -28.4% | -31.8% |
| 3M | -40.6% | -9.4% | -31.2% | -33.5% |
| 6M | -49.4% | -8.6% | -40.8% | -43.5% |
| YTD | +9.2% | -5.3% | +14.5% | +18.3% |
| 1Y | +6.5% | -5.0% | +11.4% | +15.5% |
| 3Y | +448.7% | +64.6% | +384.1% | +264.4% |
| 5Y | +948.7% | +50.8% | +897.9% | +642.9% |
| 10Y | +3,659.7% | +385.7% | +3,274.0% | +723.2% |
| All | +20,440.4% | +649.6% | +19,790.8% | +2,360.1% |
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