+655.5%
FN vs IWD
+208.6%
+446.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -11.3% |
| 7D | -16.0% | -0.9% | -15.1% | -15.0% |
| 30D | -40.1% | +2.6% | -42.7% | -41.9% |
| 3M | -43.9% | +1.2% | -45.1% | -44.8% |
| 6M | -55.6% | +12.1% | -67.7% | -61.0% |
| YTD | -35.7% | +24.1% | -59.8% | -49.2% |
| 1Y | -39.8% | +28.5% | -68.3% | -54.1% |
| 3Y | +80.3% | +79.5% | +0.8% | -0.9% |
| 5Y | +143.3% | +70.3% | +73.0% | +42.0% |
| All | +655.5% | +208.6% | +446.9% | +210.8% |
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