+387.3%
IWF vs FN
+700.1%
-312.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | +0.4% |
| 7D | +2.8% | +0.3% | +2.6% | +2.5% |
| 30D | -7.5% | -16.5% | +9.0% | -4.9% |
| 3M | -8.5% | -42.1% | +33.6% | +0.6% |
| 6M | -7.4% | -52.9% | +45.5% | +4.6% |
| YTD | -2.6% | -28.0% | +25.3% | -2.7% |
| 1Y | -1.8% | -18.5% | +16.7% | -5.2% |
| 3Y | +65.5% | +93.9% | -28.4% | +21.1% |
| 5Y | +55.8% | +170.5% | -114.7% | +0.5% |
| All | +387.3% | +700.1% | -312.9% | +141.3% |
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