+25.8%
IWM vs F
-15.8%
+41.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.6% | +0.9% | -0.3% | +0.2% |
| 3M | -6.2% | -11.3% | +5.1% | -2.8% |
| 6M | -0.8% | +2.0% | -2.8% | -3.2% |
| YTD | +14.8% | -3.2% | +17.9% | +13.5% |
| 1Y | +16.1% | -3.5% | +19.6% | +15.0% |
| 3Y | +71.5% | +48.1% | +23.4% | +39.3% |
| 5Y | +25.8% | -13.5% | +39.3% | +14.7% |
| All | +25.8% | -15.8% | +41.5% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling