+513.0%
IGV vs FWONK
+276.3%
+236.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -5.4% | -1.5% | -3.8% | -4.9% |
| 30D | -2.6% | -6.8% | +4.2% | -0.5% |
| 3M | +10.5% | +7.7% | +2.8% | +7.7% |
| 6M | +18.2% | +11.0% | +7.2% | +13.8% |
| YTD | -4.2% | -3.1% | -1.1% | -4.0% |
| 1Y | -9.8% | -3.5% | -6.3% | -9.7% |
| 3Y | +39.1% | +44.6% | -5.5% | +20.4% |
| 5Y | +21.2% | +98.3% | -77.1% | -5.0% |
| 10Y | +361.5% | +339.3% | +22.2% | +178.8% |
| All | +513.0% | +276.3% | +236.7% | +250.4% |
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