+300.9%
FWONK vs IAG
+401.0%
-100.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -1.5% | -4.1% | +2.5% | -1.3% |
| 30D | -6.8% | +10.6% | -17.4% | -7.3% |
| 3M | +7.7% | +35.4% | -27.7% | +5.7% |
| 6M | +11.0% | -9.5% | +20.5% | +11.0% |
| YTD | -3.1% | +21.8% | -24.9% | -4.9% |
| 1Y | -3.5% | +84.1% | -87.6% | -7.6% |
| 3Y | +44.6% | +817.4% | -772.7% | +24.9% |
| 5Y | +98.3% | +830.1% | -731.8% | +67.8% |
| 10Y | +339.3% | +413.8% | -74.5% | +272.4% |
| All | +300.9% | +401.0% | -100.1% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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