+143.5%
IWM vs FE
+126.1%
+17.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | +2.3% | +4.5% | -2.3% | +0.7% |
| 3M | -8.3% | +1.3% | -9.7% | -8.8% |
| 6M | -1.3% | +8.7% | -10.0% | -4.3% |
| YTD | +13.5% | +9.2% | +4.3% | +9.5% |
| 1Y | +18.4% | +7.0% | +11.4% | +15.0% |
| 3Y | +69.6% | +51.4% | +18.2% | +43.7% |
| 5Y | +23.3% | +47.7% | -24.4% | +4.6% |
| All | +143.5% | +126.1% | +17.4% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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