+137.4%
IVZ vs FWONK
+46.4%
+91.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +1.8% | -5.8% | +7.6% | +3.6% |
| 3M | +15.7% | +10.0% | +5.7% | +11.2% |
| 6M | +36.3% | +14.7% | +21.7% | +28.6% |
| YTD | +24.9% | -1.7% | +26.7% | +24.8% |
| 1Y | +48.9% | -4.6% | +53.6% | +50.3% |
| All | +137.4% | +46.4% | +91.0% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling