+62.3%
IWM vs FWONK
+44.6%
+17.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -4.6% | -7.7% | +3.2% | -2.7% |
| 3M | -0.3% | +5.7% | -6.0% | -2.0% |
| 6M | +14.7% | +13.5% | +1.3% | +10.4% |
| YTD | +17.8% | -3.0% | +20.8% | +18.3% |
| 1Y | +21.2% | -6.4% | +27.6% | +23.0% |
| 3Y | +62.3% | +43.8% | +18.5% | +47.2% |
| All | +62.3% | +44.6% | +17.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling