+48.2%
FANG vs IWD
+69.9%
-21.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | -0.4% | -1.2% | +0.8% | +0.7% |
| 30D | +2.4% | -1.6% | +4.0% | +3.9% |
| 3M | +4.9% | +7.0% | -2.1% | -2.4% |
| 6M | +12.0% | +17.0% | -4.9% | -6.0% |
| YTD | +37.1% | +21.6% | +15.5% | +9.5% |
| 1Y | +52.3% | +28.0% | +24.3% | +13.9% |
| All | +48.2% | +69.9% | -21.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling