-22.4%
IP vs FWONK
-5.1%
-17.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -5.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -15.3% | -5.8% | -9.5% | -14.2% |
| 3M | +2.7% | +10.0% | -7.4% | +1.2% |
| 6M | -7.4% | +14.7% | -22.0% | -9.0% |
| YTD | -8.8% | -1.7% | -7.1% | -11.9% |
| 1Y | -22.4% | -4.6% | -17.8% | -24.0% |
| All | -22.4% | -5.1% | -17.4% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling