+99.4%
FWONK vs IFF
-35.8%
+135.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +0.7% |
| 30D | -7.7% | -0.3% | -7.5% | -7.7% |
| 3M | +5.7% | +8.4% | -2.7% | +3.8% |
| 6M | +13.5% | +23.0% | -9.6% | +7.9% |
| YTD | -3.0% | +25.5% | -28.4% | -8.3% |
| 1Y | -6.4% | +29.1% | -35.5% | -12.2% |
| 3Y | +43.8% | +31.7% | +12.2% | +31.0% |
| All | +99.4% | -35.8% | +135.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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