+161.3%
IWM vs F
+88.0%
+73.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +1.3% | +2.9% | -1.6% | +0.1% |
| 3M | -6.1% | -9.5% | +3.4% | -2.9% |
| 6M | -0.1% | +4.0% | -4.1% | -3.4% |
| YTD | +15.5% | -1.3% | +16.8% | +13.4% |
| 1Y | +18.1% | -1.9% | +20.1% | +16.2% |
| 3Y | +74.6% | +53.5% | +21.2% | +38.2% |
| 5Y | +24.6% | -15.1% | +39.8% | +18.5% |
| 10Y | +161.3% | +81.0% | +80.3% | +56.4% |
| All | +161.3% | +88.0% | +73.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling