+321.0%
IWM vs FANG
+1,416.0%
-1,095.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | -4.4% | +2.4% | -6.8% | -5.0% |
| 3M | +2.2% | +5.1% | -2.8% | +0.7% |
| 6M | +14.0% | +16.4% | -2.4% | +9.1% |
| YTD | +17.4% | +39.0% | -21.6% | +7.5% |
| 1Y | +22.9% | +50.6% | -27.7% | +10.3% |
| 3Y | +62.1% | +46.9% | +15.1% | +43.9% |
| 5Y | +38.2% | +238.2% | -200.1% | -0.5% |
| 10Y | +169.0% | +181.3% | -12.3% | +71.3% |
| All | +321.0% | +1,416.0% | -1,095.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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