+161.6%
IWM vs FE
+107.4%
+54.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -1.5% | +5.2% | -6.6% | -3.1% |
| 3M | -8.0% | 0.0% | -8.0% | -8.1% |
| 6M | -4.1% | +5.0% | -9.1% | -6.0% |
| YTD | +11.9% | +7.9% | +4.0% | +8.5% |
| 1Y | +15.0% | +6.3% | +8.7% | +12.0% |
| 3Y | +64.2% | +46.0% | +18.2% | +41.3% |
| 5Y | +20.4% | +45.6% | -25.3% | +2.9% |
| All | +161.6% | +107.4% | +54.2% | +118.4% |
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