+30.7%
IVZ vs FWONK
+0.2%
+30.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +3.6% |
| 7D | +2.6% | +8.9% | -6.2% | +1.4% |
| 30D | -3.5% | +4.1% | -7.6% | -4.2% |
| 3M | -7.4% | +2.6% | -10.0% | -7.9% |
| 6M | +14.7% | +12.2% | +2.5% | +11.2% |
| YTD | +14.6% | +0.4% | +14.2% | +17.1% |
| 1Y | +30.7% | -1.8% | +32.5% | +35.7% |
| All | +30.7% | +0.2% | +30.5% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling