+64.2%
IWM vs FDS
-23.2%
+87.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.3% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -1.5% | +20.2% | -21.7% | -3.3% |
| 3M | -8.0% | +19.9% | -27.9% | -9.8% |
| 6M | -4.1% | +56.2% | -60.3% | -9.9% |
| YTD | +11.9% | +14.6% | -2.6% | +12.5% |
| 1Y | +15.0% | +31.6% | -16.6% | +10.4% |
| 3Y | +64.2% | -23.8% | +88.0% | +86.0% |
| All | +64.2% | -23.2% | +87.4% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling