+6.5%
IYR vs FWONK
+97.7%
-91.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.7% | -7.7% | +5.1% | -0.8% |
| 3M | -2.1% | +5.7% | -7.8% | -3.7% |
| 6M | +3.6% | +13.5% | -9.9% | -0.1% |
| YTD | +8.1% | -3.0% | +11.1% | +8.4% |
| 1Y | +4.7% | -6.4% | +11.1% | +5.8% |
| 3Y | +29.1% | +43.8% | -14.7% | +13.2% |
| All | +6.5% | +97.7% | -91.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling