Although crucial for host survival when facing persistent parasite pressure, costly immune functions will inevitably compete for resources with other energetically expensive traits such as reproduction. Optimizing, but not necessarily maximizing, immune function might therefore provide net benefit to overall host fitness. Evidence for associations between fitness and immune function is relatively rare, limiting our potential to understand ultimate fitness costs of immune investment. Here, we assess how measures of constitutive immune function (haptoglobin, natural antibodies, complement activity) relate to subsequent fitness outcomes (survival, reproductive success, dominance acquisition) in a wild passerine (Malurus coronatus). Surprisingly, survival probability was not positively linearly predicted by any immune index. Instead, both low and high values of complement activity (quadratic effect) were associated with higher survival, suggesting that different immune investment strategies might reflect a dynamic disease environment. Positive linear relationships between immune indices and reproductive success suggest that individual heterogeneity overrides potential resource reallocation trade-offs within individuals. Controlling for body condition (size-adjusted body mass) and chronic stress (heterophil-lymphocyte ratio) did not alter our findings in a sample subset with available data. Overall, our results suggest that constitutive immune components have limited net costs for fitness and that variation in immune maintenance relates to individual differences more closely.