+808.3%
IWM vs FE
+489.3%
+319.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | +1.9% | -1.9% | -0.6% |
| 30D | -1.3% | -1.2% | -0.1% | -0.9% |
| 3M | +1.6% | +3.5% | -1.9% | +0.1% |
| 6M | +13.6% | -6.1% | +19.6% | +15.7% |
| YTD | +20.8% | +7.6% | +13.1% | +16.9% |
| 1Y | +26.4% | +11.9% | +14.5% | +20.4% |
| 3Y | +60.7% | +48.4% | +12.3% | +35.8% |
| 5Y | +38.2% | +44.8% | -6.6% | +16.9% |
| 10Y | +169.5% | +115.9% | +53.6% | +87.0% |
| All | +808.3% | +489.3% | +319.0% | +421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling