+808.3%
IWM vs FDS
+2,391.6%
-1,583.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | -1.3% | +9.0% | -10.3% | -4.7% |
| 3M | +1.6% | +18.9% | -17.2% | -6.5% |
| 6M | +13.6% | +35.1% | -21.6% | -2.4% |
| YTD | +20.8% | +5.5% | +15.3% | +13.2% |
| 1Y | +26.4% | -16.8% | +43.2% | +28.9% |
| 3Y | +60.7% | -28.1% | +88.7% | +72.2% |
| 5Y | +38.2% | -17.4% | +55.6% | +38.7% |
| 10Y | +169.5% | +85.4% | +84.0% | +90.9% |
| All | +808.3% | +2,391.6% | -1,583.3% | +159.0% |
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 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