+20.3%
IP vs FWONK
+43.1%
-22.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +0.1% | -2.1% | +2.1% | +0.6% |
| 30D | -11.2% | -7.7% | -3.6% | -9.6% |
| 3M | +12.3% | +9.3% | +3.0% | +10.1% |
| 6M | -5.2% | +13.3% | -18.6% | -7.9% |
| YTD | -4.0% | -3.6% | -0.3% | -3.6% |
| 1Y | -19.2% | -6.8% | -12.5% | -18.4% |
| 3Y | +20.3% | +43.9% | -23.5% | +13.2% |
| All | +20.3% | +43.1% | -22.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling