+238.2%
FANG vs IWD
+72.1%
+166.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.7% |
| 7D | +1.2% | -2.3% | +3.5% | +3.9% |
| 30D | +2.4% | -1.8% | +4.2% | +4.3% |
| 3M | +5.1% | +8.0% | -3.0% | -4.4% |
| 6M | +16.4% | +17.0% | -0.6% | -4.5% |
| YTD | +39.0% | +21.3% | +17.7% | +8.7% |
| 1Y | +50.6% | +27.9% | +22.7% | +10.0% |
| 3Y | +46.9% | +70.1% | -23.1% | -24.2% |
| 5Y | +238.2% | +74.2% | +164.1% | +70.4% |
| All | +238.2% | +72.1% | +166.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling