+48.7%
IVZ vs FWONK
-5.9%
+54.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -2.4% | -1.5% | -0.8% | -2.2% |
| 30D | +2.5% | -6.8% | +9.3% | +3.4% |
| 3M | +17.1% | +7.7% | +9.3% | +14.4% |
| 6M | +35.1% | +11.0% | +24.2% | +30.7% |
| YTD | +24.3% | -3.1% | +27.4% | +25.8% |
| 1Y | +48.7% | -3.5% | +52.1% | +53.7% |
| All | +48.7% | -5.9% | +54.5% | +53.7% |
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