+371.8%
IVV vs FWONK
+330.0%
+41.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.6% | +2.5% | 0.0% | +1.9% |
| 30D | -2.0% | +20.0% | -22.0% | -6.8% |
| 3M | -2.8% | +5.2% | -7.9% | -4.4% |
| 6M | +2.2% | +18.7% | -16.5% | -3.0% |
| YTD | +11.5% | +10.7% | +0.8% | +7.5% |
| 1Y | +13.5% | +8.2% | +5.2% | +10.0% |
| 3Y | +78.1% | +64.6% | +13.5% | +51.8% |
| 5Y | +73.1% | +92.5% | -19.4% | +39.4% |
| 10Y | +310.4% | +285.3% | +25.1% | +164.0% |
| All | +371.8% | +330.0% | +41.9% | +176.6% |
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