+25.0%
IWM vs FDS
-20.8%
+45.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.5% |
| 7D | +1.4% | -5.4% | +6.8% | +1.3% |
| 30D | -2.3% | +1.6% | -3.9% | -2.2% |
| 3M | +4.0% | +17.7% | -13.8% | +4.4% |
| 6M | +17.9% | +29.1% | -11.1% | +18.5% |
| YTD | +20.2% | +1.0% | +19.2% | +21.4% |
| 1Y | +25.0% | -21.6% | +46.6% | +24.3% |
| All | +25.0% | -20.8% | +45.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling