+1,397.3%
FANG vs IWD
+379.1%
+1,018.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +1.2% |
| 30D | +7.6% | +0.6% | +7.0% | +6.5% |
| 3M | -1.3% | +7.2% | -8.5% | -11.7% |
| 6M | +14.7% | +16.2% | -1.5% | -10.3% |
| YTD | +34.8% | +23.3% | +11.4% | -3.8% |
| 1Y | +42.9% | +29.6% | +13.4% | -5.6% |
| 3Y | +43.8% | +70.5% | -26.7% | -37.7% |
| 5Y | +225.8% | +73.5% | +152.4% | +37.4% |
| 10Y | +171.9% | +198.3% | -26.4% | -39.1% |
| All | +1,397.3% | +379.1% | +1,018.2% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling