+826.4%
FN vs IWD
+212.1%
+614.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +9.6% |
| 7D | +16.3% | +1.3% | +15.0% | +14.9% |
| 30D | -24.7% | +3.6% | -28.3% | -27.6% |
| 3M | -34.9% | +2.3% | -37.3% | -36.7% |
| 6M | -41.1% | +13.0% | -54.1% | -48.7% |
| YTD | -19.6% | +26.2% | -45.8% | -37.6% |
| 1Y | -18.5% | +30.5% | -49.0% | -38.8% |
| 3Y | +119.1% | +86.2% | +32.9% | +15.9% |
| 5Y | +206.9% | +72.9% | +134.1% | +76.2% |
| 10Y | +826.4% | +205.0% | +621.4% | +261.4% |
| All | +826.4% | +212.1% | +614.4% | +261.4% |
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