+1,400.5%
FANG vs IWD
+375.2%
+1,025.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.4% |
| 7D | -1.7% | -0.2% | -1.6% | -1.5% |
| 30D | +6.8% | -0.8% | +7.5% | +7.8% |
| 3M | +1.3% | +8.0% | -6.7% | -10.5% |
| 6M | +11.8% | +18.2% | -6.4% | -14.7% |
| YTD | +35.1% | +22.3% | +12.7% | -2.4% |
| 1Y | +48.9% | +28.9% | +20.1% | -0.9% |
| 3Y | +42.8% | +71.5% | -28.7% | -38.8% |
| 5Y | +230.3% | +73.6% | +156.7% | +39.0% |
| 10Y | +167.0% | +194.7% | -27.7% | -39.1% |
| All | +1,400.5% | +375.2% | +1,025.3% | +95.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling