+3,689.8%
FN vs IWD
+552.0%
+3,137.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -22.0% | +0.6% | -22.6% | -22.7% |
| 3M | -43.0% | +7.2% | -50.2% | -47.6% |
| 6M | -27.7% | +16.2% | -44.0% | -39.0% |
| YTD | -10.5% | +23.3% | -33.9% | -29.4% |
| 1Y | +12.5% | +29.6% | -17.1% | -15.8% |
| 3Y | +153.8% | +70.5% | +83.3% | +42.5% |
| 5Y | +288.0% | +73.5% | +214.5% | +115.2% |
| 10Y | +906.4% | +198.3% | +708.1% | +198.8% |
| All | +3,689.8% | +552.0% | +3,137.8% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling