+383.3%
IWF vs FN
+837.6%
-454.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -8.9% | +0.4% |
| 7D | -1.0% | +16.3% | -17.3% | -4.7% |
| 30D | -10.1% | -24.7% | +14.7% | -5.5% |
| 3M | -7.6% | -34.9% | +27.3% | -0.9% |
| 6M | -6.7% | -41.1% | +34.4% | +0.4% |
| YTD | -2.5% | -19.6% | +17.1% | -4.7% |
| 1Y | -2.1% | -18.5% | +16.5% | -5.1% |
| 3Y | +68.6% | +119.1% | -50.5% | +20.4% |
| 5Y | +55.8% | +206.9% | -151.1% | -2.0% |
| 10Y | +383.3% | +826.4% | -443.2% | +133.3% |
| All | +383.3% | +837.6% | -454.3% | +133.3% |
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