+34.3%
FANG vs IWD
+33.0%
+1.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -3.9% |
| 7D | -11.3% | +2.5% | -13.9% | -10.4% |
| 30D | -0.7% | +6.0% | -6.6% | +1.3% |
| 3M | -4.2% | +3.8% | -7.9% | -2.9% |
| 6M | -13.5% | +16.3% | -29.8% | -9.6% |
| YTD | +23.7% | +27.5% | -3.7% | +28.3% |
| 1Y | +34.3% | +32.8% | +1.5% | +37.6% |
| All | +34.3% | +33.0% | +1.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling