+117.6%
IBB vs FWONK
+340.2%
-222.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | +1.1% | -7.7% | +8.8% | +3.3% |
| 3M | +19.0% | +5.7% | +13.3% | +17.1% |
| 6M | +18.9% | +13.5% | +5.4% | +14.4% |
| YTD | +20.3% | -3.0% | +23.3% | +20.5% |
| 1Y | +41.5% | -6.4% | +47.9% | +42.9% |
| 3Y | +60.3% | +43.8% | +16.4% | +41.3% |
| 5Y | +18.7% | +98.6% | -79.9% | -5.7% |
| All | +117.6% | +340.2% | -222.6% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling