+741.9%
IWM vs FE
+485.0%
+256.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.5% | +4.1% | -5.6% | -3.0% |
| 3M | -8.0% | -1.0% | -7.0% | -7.8% |
| 6M | -4.1% | +4.0% | -8.1% | -5.8% |
| YTD | +11.9% | +6.8% | +5.1% | +8.5% |
| 1Y | +15.0% | +5.3% | +9.7% | +12.1% |
| 3Y | +64.2% | +44.6% | +19.6% | +40.2% |
| 5Y | +20.4% | +44.2% | -23.8% | +2.0% |
| 10Y | +168.0% | +107.3% | +60.7% | +89.0% |
| All | +741.9% | +485.0% | +256.9% | +384.3% |
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