+306.6%
FWONK vs IBN
+258.6%
+48.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.9% |
| 30D | -5.8% | -3.5% | -2.2% | -4.9% |
| 3M | +10.0% | +11.3% | -1.3% | +6.5% |
| 6M | +14.7% | +4.4% | +10.2% | +12.9% |
| YTD | -1.7% | -1.8% | +0.1% | -1.7% |
| 1Y | -4.6% | -8.0% | +3.4% | -3.0% |
| 3Y | +46.7% | +27.1% | +19.6% | +34.0% |
| 5Y | +99.4% | +54.5% | +44.9% | +69.6% |
| 10Y | +345.6% | +314.2% | +31.3% | +180.8% |
| All | +306.6% | +258.6% | +48.0% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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