+168.1%
IWM vs FDS
+85.5%
+82.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | -1.3% | +9.0% | -10.3% | -4.6% |
| 3M | +1.6% | +18.9% | -17.2% | -6.1% |
| 6M | +13.6% | +35.1% | -21.6% | -2.2% |
| YTD | +20.8% | +5.5% | +15.3% | +14.9% |
| 1Y | +26.4% | -16.8% | +43.2% | +33.0% |
| 3Y | +60.7% | -28.1% | +88.7% | +79.0% |
| 5Y | +38.2% | -17.4% | +55.6% | +41.3% |
| All | +168.1% | +85.5% | +82.5% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling