+592.7%
IRM vs FWONK
+276.3%
+316.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | -7.8% | -6.8% | -1.0% | -6.4% |
| 3M | -7.9% | +7.7% | -15.6% | -9.8% |
| 6M | +6.3% | +11.0% | -4.6% | +3.2% |
| YTD | +38.2% | -3.1% | +41.3% | +38.1% |
| 1Y | +19.8% | -3.5% | +23.3% | +19.8% |
| 3Y | +98.8% | +44.6% | +54.2% | +78.9% |
| 5Y | +191.8% | +98.3% | +93.5% | +142.3% |
| 10Y | +428.8% | +339.3% | +89.5% | +269.1% |
| All | +592.7% | +276.3% | +316.3% | +364.5% |
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