+289.3%
FN vs IWD
+73.6%
+215.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +4.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | -22.0% | +0.6% | -22.6% | -22.9% |
| 3M | -43.0% | +7.2% | -50.2% | -48.6% |
| 6M | -27.7% | +16.2% | -44.0% | -41.5% |
| YTD | -10.5% | +23.3% | -33.9% | -33.2% |
| 1Y | +12.5% | +29.6% | -17.1% | -21.2% |
| 3Y | +153.8% | +70.5% | +83.3% | +28.1% |
| All | +289.3% | +73.6% | +215.7% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling