+143.5%
IWM vs F
+64.5%
+79.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +2.6% |
| 30D | +2.3% | 0.0% | +2.2% | +2.2% |
| 3M | -8.3% | -13.2% | +4.9% | -3.8% |
| 6M | -1.3% | -10.2% | +8.9% | +1.3% |
| YTD | +13.5% | -4.9% | +18.5% | +13.0% |
| 1Y | +18.4% | -6.1% | +24.5% | +18.4% |
| 3Y | +69.6% | +46.0% | +23.6% | +36.8% |
| 5Y | +23.3% | -15.7% | +39.0% | +17.4% |
| All | +143.5% | +64.5% | +79.1% | +48.1% |
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