+15.9%
IP vs FWONK
+339.5%
-323.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -17.0% | -6.8% | -10.3% | -15.1% |
| 3M | +8.9% | +7.7% | +1.2% | +6.0% |
| 6M | -10.0% | +11.0% | -20.9% | -13.3% |
| YTD | -9.8% | -3.1% | -6.6% | -9.3% |
| 1Y | -22.6% | -3.5% | -19.1% | -22.4% |
| 3Y | +13.1% | +44.6% | -31.5% | -3.1% |
| 5Y | -22.3% | +98.3% | -120.5% | -41.9% |
| All | +15.9% | +339.5% | -323.6% | -30.5% |
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