+45.9%
IVZ vs FWONK
+276.6%
-230.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +0.6% | -6.2% | +6.8% | +3.5% |
| 30D | +4.0% | -0.6% | +4.6% | +4.1% |
| 3M | +18.2% | +11.1% | +7.1% | +11.9% |
| 6M | +32.8% | +11.7% | +21.1% | +25.1% |
| YTD | +28.7% | -3.1% | +31.8% | +28.7% |
| 1Y | +55.4% | -4.2% | +59.6% | +55.8% |
| 3Y | +135.2% | +38.3% | +96.9% | +96.4% |
| 5Y | +64.2% | +92.2% | -28.0% | +16.7% |
| 10Y | +64.6% | +355.4% | -290.8% | -19.7% |
| All | +45.9% | +276.6% | -230.7% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling