+71.5%
IWM vs FE
+47.6%
+23.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.6% | +4.3% | -3.7% | -0.1% |
| 3M | -6.2% | +0.4% | -6.6% | -6.3% |
| 6M | -0.8% | +6.9% | -7.7% | -2.1% |
| YTD | +14.8% | +8.0% | +6.7% | +12.6% |
| 1Y | +16.1% | +4.8% | +11.3% | +14.8% |
| 3Y | +71.5% | +49.0% | +22.6% | +43.7% |
| All | +71.5% | +47.6% | +23.9% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling