+906.2%
FN vs IWD
+197.9%
+708.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -22.0% | +0.6% | -22.6% | -22.7% |
| 3M | -43.0% | +7.2% | -50.2% | -47.4% |
| 6M | -27.7% | +16.2% | -44.0% | -38.7% |
| YTD | -10.5% | +23.3% | -33.9% | -28.9% |
| 1Y | +12.5% | +29.6% | -17.1% | -15.0% |
| 3Y | +153.8% | +70.5% | +83.3% | +46.5% |
| 5Y | +288.0% | +73.5% | +214.5% | +121.8% |
| All | +906.2% | +197.9% | +708.3% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling