+214.1%
IJH vs FWONK
+276.9%
-62.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.6% | -7.7% | +3.1% | -2.2% |
| 3M | -1.2% | +5.7% | -6.9% | -3.3% |
| 6M | +9.4% | +13.5% | -4.1% | +4.3% |
| YTD | +13.3% | -3.0% | +16.3% | +13.4% |
| 1Y | +13.4% | -6.4% | +19.8% | +14.6% |
| 3Y | +50.4% | +43.8% | +6.6% | +29.6% |
| 5Y | +49.0% | +98.6% | -49.6% | +13.5% |
| 10Y | +182.6% | +340.0% | -157.4% | +64.9% |
| All | +214.1% | +276.9% | -62.9% | +75.1% |
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