+166.9%
IWM vs FDS
+77.6%
+89.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.1% |
| 7D | +1.4% | -5.4% | +6.8% | +3.4% |
| 30D | -2.3% | +1.6% | -3.9% | -3.2% |
| 3M | +4.0% | +17.7% | -13.8% | -3.8% |
| 6M | +17.9% | +29.1% | -11.1% | +3.3% |
| YTD | +20.2% | +1.0% | +19.2% | +16.1% |
| 1Y | +25.0% | -21.6% | +46.6% | +34.6% |
| 3Y | +66.0% | -30.1% | +96.1% | +86.3% |
| 5Y | +40.0% | -20.7% | +60.8% | +45.3% |
| 10Y | +166.9% | +78.3% | +88.6% | +80.9% |
| All | +166.9% | +77.6% | +89.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling