+219.4%
IAU vs FWONK
+276.9%
-57.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.5% | -7.7% | +6.2% | -1.5% |
| 3M | +3.3% | +5.7% | -2.5% | +3.3% |
| 6M | -16.2% | +13.5% | -29.7% | -16.2% |
| YTD | +0.7% | -3.0% | +3.6% | +0.6% |
| 1Y | +19.2% | -6.4% | +25.6% | +19.2% |
| 3Y | +124.4% | +43.8% | +80.6% | +124.7% |
| 5Y | +140.0% | +98.6% | +41.5% | +141.3% |
| 10Y | +218.9% | +340.0% | -121.1% | +230.0% |
| All | +219.4% | +276.9% | -57.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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