-21.8%
IP vs FWONK
+98.5%
-120.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -5.6% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -15.3% | -5.8% | -9.5% | -13.9% |
| 3M | +2.7% | +10.0% | -7.4% | 0.0% |
| 6M | -7.4% | +14.7% | -22.0% | -10.8% |
| YTD | -8.8% | -1.7% | -7.1% | -8.8% |
| 1Y | -22.4% | -4.6% | -17.8% | -22.0% |
| 3Y | +14.2% | +46.7% | -32.4% | +1.3% |
| 5Y | -21.8% | +99.4% | -121.2% | -37.4% |
| All | -21.8% | +98.5% | -120.3% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling