+22.3%
IP vs FWONK
+331.6%
-309.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -0.9% | +2.7% | -3.6% | -1.7% |
| 30D | +6.7% | +17.7% | -11.0% | +1.2% |
| 3M | -16.6% | +5.6% | -22.2% | -18.2% |
| 6M | +6.0% | +20.7% | -14.7% | -0.6% |
| YTD | -10.7% | +11.1% | -21.8% | -14.3% |
| 1Y | -6.7% | +7.7% | -14.4% | -9.6% |
| 3Y | +17.1% | +61.3% | -44.2% | -1.8% |
| 5Y | -14.6% | +93.2% | -107.8% | -34.0% |
| 10Y | +19.9% | +286.7% | -266.8% | -29.8% |
| All | +22.3% | +331.6% | -309.2% | -37.6% |
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