+50.0%
FANG vs IWF
+76.9%
-26.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | +2.6% | -1.7% | +4.3% | +3.2% |
| 3M | +7.6% | +0.7% | +6.9% | +6.8% |
| 6M | +17.3% | +8.6% | +8.8% | +12.2% |
| YTD | +38.7% | +3.5% | +35.2% | +35.8% |
| 1Y | +51.6% | +7.0% | +44.6% | +45.0% |
| 3Y | +50.0% | +76.3% | -26.4% | +17.4% |
| All | +50.0% | +76.9% | -26.9% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling