+992.6%
IWF vs FN
+2,575.5%
-1,583.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -3.9% |
| 7D | -8.9% | -16.0% | +7.1% | -6.4% |
| 30D | -14.6% | -40.1% | +25.5% | -7.2% |
| 3M | -10.8% | -43.9% | +33.1% | -2.8% |
| 6M | -8.2% | -55.6% | +47.4% | +2.8% |
| YTD | -6.5% | -35.7% | +29.2% | -3.9% |
| 1Y | -7.7% | -39.8% | +32.1% | -4.4% |
| 3Y | +63.5% | +80.3% | -16.7% | +32.7% |
| 5Y | +48.9% | +143.3% | -94.4% | +11.9% |
| 10Y | +379.7% | +682.3% | -302.6% | +193.1% |
| All | +992.6% | +2,575.5% | -1,583.0% | +465.5% |
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