+152.5%
IVZ vs FWONK
+60.8%
+91.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +7.6% | +2.5% | +5.1% | +6.8% |
| 30D | +4.3% | +20.0% | -15.6% | -1.7% |
| 3M | -9.3% | +5.2% | -14.5% | -10.9% |
| 6M | +5.2% | +18.7% | -13.5% | -1.4% |
| YTD | +13.4% | +10.7% | +2.8% | +9.1% |
| 1Y | +25.4% | +8.2% | +17.1% | +21.6% |
| 3Y | +152.5% | +64.6% | +87.9% | +135.9% |
| All | +152.5% | +60.8% | +91.7% | +135.9% |
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