+60.1%
IWF vs FN
+212.0%
-151.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +1.1% |
| 7D | -1.1% | +8.0% | -9.1% | -2.9% |
| 30D | -8.3% | -19.1% | +10.9% | -5.3% |
| 3M | -5.6% | -29.8% | +24.3% | -0.7% |
| 6M | -5.4% | -43.2% | +37.8% | +2.1% |
| YTD | -1.2% | -18.9% | +17.8% | -3.7% |
| 1Y | -2.7% | -17.9% | +15.2% | -6.0% |
| 3Y | +67.8% | +120.1% | -52.4% | +18.3% |
| 5Y | +60.1% | +206.7% | -146.6% | -6.7% |
| All | +60.1% | +212.0% | -151.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling