+58.3%
IVZ vs FWONK
+339.5%
-281.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -2.4% | -1.5% | -0.8% | -1.7% |
| 30D | +2.5% | -6.8% | +9.3% | +5.8% |
| 3M | +17.1% | +7.7% | +9.3% | +12.2% |
| 6M | +35.1% | +11.0% | +24.2% | +27.1% |
| YTD | +24.3% | -3.1% | +27.4% | +24.3% |
| 1Y | +48.7% | -3.5% | +52.1% | +48.5% |
| 3Y | +135.6% | +44.6% | +91.0% | +89.8% |
| 5Y | +60.3% | +98.3% | -37.9% | +8.9% |
| All | +58.3% | +339.5% | -281.2% | -15.1% |
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