+205.5%
IJR vs FWONK
+276.9%
-71.4%
-44.4%
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 | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.6% | -7.7% | +3.1% | -2.1% |
| 3M | +0.2% | +5.7% | -5.5% | -1.9% |
| 6M | +14.7% | +13.5% | +1.3% | +9.3% |
| YTD | +18.9% | -3.0% | +21.8% | +19.0% |
| 1Y | +19.9% | -6.4% | +26.4% | +21.3% |
| 3Y | +53.0% | +43.8% | +9.2% | +31.6% |
| 5Y | +40.9% | +98.6% | -57.7% | +6.8% |
| 10Y | +171.1% | +340.0% | -168.9% | +57.6% |
| All | +205.5% | +276.9% | -71.4% | +70.2% |
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