+301.5%
FWONK vs IFF
+5.2%
+296.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | -7.7% | -0.3% | -7.5% | -7.7% |
| 3M | +5.7% | +8.4% | -2.7% | +2.5% |
| 6M | +13.5% | +23.0% | -9.6% | +4.4% |
| YTD | -3.0% | +25.5% | -28.4% | -11.6% |
| 1Y | -6.4% | +29.1% | -35.5% | -15.9% |
| 3Y | +43.8% | +31.7% | +12.2% | +23.6% |
| 5Y | +98.6% | -35.2% | +133.8% | +118.5% |
| 10Y | +340.0% | -20.7% | +360.7% | +315.0% |
| All | +301.5% | +5.2% | +296.3% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling