+374.9%
IWF vs FN
+753.0%
-378.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -1.2% |
| 7D | -5.0% | 0.0% | -4.9% | -5.4% |
| 30D | -13.2% | -34.3% | +21.1% | -6.1% |
| 3M | -9.4% | -39.9% | +30.4% | -1.2% |
| 6M | -8.6% | -51.8% | +43.3% | +2.8% |
| YTD | -5.3% | -28.1% | +22.8% | -5.1% |
| 1Y | -5.0% | -29.1% | +24.1% | -5.1% |
| 3Y | +64.6% | +102.4% | -37.8% | +19.5% |
| 5Y | +50.8% | +171.7% | -120.9% | -2.5% |
| All | +374.9% | +753.0% | -378.1% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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