-82.0%
IRE vs FWONK
-3.4%
-78.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.6% | +10.8% | +9.7% |
| 7D | +58.9% | -2.1% | +61.0% | +56.0% |
| 30D | +17.2% | -7.7% | +24.8% | +8.6% |
| 3M | -58.6% | +9.3% | -67.9% | -57.5% |
| 6M | -23.5% | +13.3% | -36.8% | -18.7% |
| YTD | -47.4% | -3.6% | -43.8% | -47.5% |
| All | -82.0% | -3.4% | -78.6% | -82.3% |
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