-29.1%
FN vs IWD
+28.1%
-57.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.0% | +12.4% |
| 7D | 0.0% | -0.5% | +0.4% | +1.3% |
| 30D | -34.3% | +2.7% | -37.0% | -37.8% |
| 3M | -39.9% | +0.9% | -40.7% | -41.3% |
| 6M | -51.8% | +10.5% | -62.4% | -62.7% |
| YTD | -28.1% | +23.7% | -51.8% | -59.5% |
| 1Y | -29.1% | +28.7% | -57.8% | -63.9% |
| All | -29.1% | +28.1% | -57.2% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling