+143.3%
FN vs IWD
+70.2%
+73.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.6% | -10.5% |
| 7D | -16.0% | -0.9% | -15.1% | -14.7% |
| 30D | -40.1% | +2.6% | -42.7% | -42.3% |
| 3M | -43.9% | +1.2% | -45.1% | -45.1% |
| 6M | -55.6% | +12.1% | -67.7% | -62.5% |
| YTD | -35.7% | +24.1% | -59.8% | -52.5% |
| 1Y | -39.8% | +28.5% | -68.3% | -57.4% |
| 3Y | +80.3% | +79.5% | +0.8% | -14.8% |
| 5Y | +143.3% | +70.3% | +73.0% | +22.2% |
| All | +143.3% | +70.2% | +73.1% | +22.2% |
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