+15.0%
IWM vs F
-0.9%
+15.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | -1.5% | +2.6% | -4.1% | -2.1% |
| 3M | -8.0% | -8.8% | +0.8% | -6.3% |
| 6M | -4.1% | +4.6% | -8.7% | -6.9% |
| YTD | +11.9% | -1.9% | +13.8% | +8.4% |
| 1Y | +15.0% | -0.8% | +15.8% | +10.2% |
| All | +15.0% | -0.9% | +15.9% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling