+317.1%
IVV vs FWONK
+340.2%
-23.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -7.7% | +6.7% | +1.2% |
| 3M | +3.9% | +5.7% | -1.8% | +1.9% |
| 6M | +13.6% | +13.5% | +0.2% | +9.0% |
| YTD | +12.7% | -3.0% | +15.7% | +12.8% |
| 1Y | +17.6% | -6.4% | +24.0% | +18.7% |
| 3Y | +77.3% | +43.8% | +33.5% | +55.1% |
| 5Y | +84.1% | +98.6% | -14.5% | +44.5% |
| All | +317.1% | +340.2% | -23.1% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling