+181.9%
FANG vs IWD
+203.8%
-21.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.5% |
| 7D | +2.9% | -0.8% | +3.7% | +4.0% |
| 30D | +2.6% | -0.8% | +3.5% | +3.7% |
| 3M | +7.6% | +6.9% | +0.6% | -3.4% |
| 6M | +17.3% | +18.3% | -1.0% | -10.7% |
| YTD | +38.7% | +22.4% | +16.3% | 0.0% |
| 1Y | +51.6% | +27.4% | +24.2% | +2.5% |
| 3Y | +50.0% | +71.2% | -21.2% | -36.0% |
| 5Y | +237.6% | +75.7% | +161.8% | +37.8% |
| All | +181.9% | +203.8% | -21.9% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling