+23.1%
IGV vs FWONK
+97.7%
-74.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -1.5% | -7.7% | +6.2% | +1.7% |
| 3M | +11.7% | +5.7% | +6.0% | +8.7% |
| 6M | +18.4% | +13.5% | +5.0% | +11.5% |
| YTD | -3.9% | -3.0% | -1.0% | -3.6% |
| 1Y | -9.7% | -6.4% | -3.3% | -8.1% |
| 3Y | +38.4% | +43.8% | -5.4% | +11.7% |
| All | +23.1% | +97.7% | -74.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling