+743.6%
FN vs IWD
+207.5%
+536.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.0% | +12.1% |
| 7D | 0.0% | -0.5% | +0.4% | +0.5% |
| 30D | -34.3% | +2.7% | -37.0% | -36.3% |
| 3M | -39.9% | +0.9% | -40.7% | -40.6% |
| 6M | -51.8% | +10.5% | -62.4% | -57.0% |
| YTD | -28.1% | +23.7% | -51.8% | -43.1% |
| 1Y | -29.1% | +28.7% | -57.8% | -46.0% |
| 3Y | +102.4% | +79.7% | +22.7% | +11.1% |
| 5Y | +171.7% | +69.7% | +102.0% | +59.1% |
| All | +743.6% | +207.5% | +536.1% | +248.3% |
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