+51.6%
FANG vs IWD
+28.9%
+22.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | 0.0% |
| 7D | +2.9% | -0.8% | +3.7% | +2.8% |
| 30D | +2.6% | -0.8% | +3.5% | +2.5% |
| 3M | +7.6% | +6.9% | +0.6% | +7.9% |
| 6M | +17.3% | +18.3% | -1.0% | +16.2% |
| YTD | +38.7% | +22.4% | +16.3% | +33.6% |
| 1Y | +51.6% | +27.4% | +24.2% | +40.4% |
| All | +51.6% | +28.9% | +22.7% | +40.4% |
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