+34.3%
FANG vs IWF
-1.6%
+36.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.7% |
| 7D | -11.3% | -4.2% | -7.2% | -12.9% |
| 30D | -0.7% | -8.1% | +7.5% | -4.2% |
| 3M | -4.2% | -5.1% | +0.9% | -6.2% |
| 6M | -13.5% | -1.4% | -12.0% | -13.2% |
| YTD | +23.7% | -0.1% | +23.8% | +26.1% |
| 1Y | +34.3% | -1.3% | +35.6% | +38.0% |
| All | +34.3% | -1.6% | +36.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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