+1,006.3%
IWF vs FN
+2,887.5%
-1,881.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -0.8% |
| 7D | -5.0% | 0.0% | -4.9% | -5.4% |
| 30D | -13.2% | -34.3% | +21.1% | -7.3% |
| 3M | -9.4% | -39.9% | +30.4% | -2.6% |
| 6M | -8.6% | -51.8% | +43.3% | +0.8% |
| YTD | -5.3% | -28.1% | +22.8% | -4.6% |
| 1Y | -5.0% | -29.1% | +24.1% | -4.5% |
| 3Y | +64.6% | +102.4% | -37.8% | +30.8% |
| 5Y | +50.8% | +171.7% | -120.9% | +11.0% |
| 10Y | +385.7% | +773.5% | -387.8% | +190.8% |
| All | +1,006.3% | +2,887.5% | -1,881.2% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling