+693.0%
FN vs IWD
+203.0%
+490.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.6% |
| 7D | +0.3% | +2.3% | -2.0% | -2.1% |
| 30D | -16.5% | +3.6% | -20.1% | -19.7% |
| 3M | -42.1% | +2.2% | -44.3% | -43.5% |
| 6M | -52.9% | +13.0% | -65.8% | -59.0% |
| YTD | -28.0% | +26.5% | -54.5% | -44.3% |
| 1Y | -18.5% | +30.1% | -48.6% | -38.7% |
| 3Y | +93.9% | +84.9% | +9.0% | +3.2% |
| 5Y | +170.5% | +73.4% | +97.1% | +54.7% |
| All | +693.0% | +203.0% | +490.0% | +191.0% |
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