+741.9%
IWM vs FDS
+2,605.6%
-1,863.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.4% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -1.5% | +20.2% | -21.7% | -8.4% |
| 3M | -8.0% | +19.9% | -27.9% | -15.1% |
| 6M | -4.1% | +56.2% | -60.3% | -22.1% |
| YTD | +11.9% | +14.6% | -2.6% | +0.8% |
| 1Y | +15.0% | +31.6% | -16.6% | -2.5% |
| 3Y | +64.2% | -23.8% | +88.0% | +70.8% |
| 5Y | +20.4% | -22.6% | +43.0% | +23.4% |
| 10Y | +168.0% | +139.3% | +28.6% | +70.9% |
| All | +741.9% | +2,605.6% | -1,863.6% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling