+1,120.7%
IWF vs FN
+3,620.5%
-2,499.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.6% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | -0.4% | -22.0% | +21.6% | +3.4% |
| 3M | -2.6% | -43.0% | +40.4% | +5.8% |
| 6M | +9.1% | -27.7% | +36.9% | +12.0% |
| YTD | +4.5% | -10.5% | +15.0% | +2.3% |
| 1Y | +10.1% | +12.5% | -2.4% | +2.7% |
| 3Y | +77.6% | +153.8% | -76.2% | +36.8% |
| 5Y | +73.7% | +288.0% | -214.3% | +21.3% |
| 10Y | +411.5% | +906.4% | -494.9% | +200.0% |
| All | +1,120.7% | +3,620.5% | -2,499.9% | +501.6% |
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