+3,078.0%
FN vs IWD
+573.9%
+2,504.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -9.0% |
| 7D | -7.0% | +2.5% | -9.5% | -10.0% |
| 30D | -24.7% | +6.0% | -30.7% | -30.0% |
| 3M | -35.7% | +3.8% | -39.4% | -38.8% |
| 6M | -52.4% | +16.3% | -68.7% | -60.4% |
| YTD | -25.0% | +27.5% | -52.4% | -43.4% |
| 1Y | -25.7% | +32.8% | -58.5% | -46.2% |
| 3Y | +110.2% | +84.3% | +25.9% | +7.4% |
| 5Y | +192.3% | +75.7% | +116.6% | +58.7% |
| 10Y | +812.3% | +220.9% | +591.3% | +145.8% |
| All | +3,078.0% | +573.9% | +2,504.2% | +266.1% |
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