+808.3%
IWM vs F
+33.2%
+775.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +0.1% | +5.3% | -5.2% | -1.5% |
| 30D | -1.3% | +4.6% | -5.8% | -2.7% |
| 3M | +1.6% | -3.7% | +5.3% | +2.5% |
| 6M | +13.6% | +16.8% | -3.3% | +6.8% |
| YTD | +20.8% | +15.3% | +5.5% | +13.7% |
| 1Y | +26.4% | +31.0% | -4.6% | +13.9% |
| 3Y | +60.7% | +45.4% | +15.3% | +36.4% |
| 5Y | +38.2% | +54.7% | -16.5% | +11.2% |
| 10Y | +169.5% | +98.2% | +71.2% | +90.4% |
| All | +808.3% | +33.2% | +775.1% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling