+81.3%
FN vs IWD
+79.4%
+1.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -9.7% |
| 7D | -16.0% | -0.9% | -15.1% | -14.4% |
| 30D | -40.1% | +2.6% | -42.7% | -42.8% |
| 3M | -43.9% | +1.2% | -45.1% | -45.4% |
| 6M | -55.6% | +12.1% | -67.7% | -64.0% |
| YTD | -35.7% | +24.1% | -59.8% | -56.0% |
| 1Y | -39.8% | +28.5% | -68.3% | -60.9% |
| All | +81.3% | +79.4% | +1.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling