+166.9%
IWM vs FFIV
+224.0%
-57.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | -1.5% | +3.0% | +2.1% |
| 30D | -2.3% | -2.7% | +0.4% | -1.4% |
| 3M | +4.0% | -1.7% | +5.6% | +3.9% |
| 6M | +17.9% | +36.1% | -18.2% | +0.9% |
| YTD | +20.2% | +52.6% | -32.4% | -3.2% |
| 1Y | +25.0% | +21.5% | +3.4% | +11.1% |
| 3Y | +66.0% | +142.7% | -76.7% | +3.9% |
| 5Y | +40.0% | +92.6% | -52.5% | -4.7% |
| 10Y | +166.9% | +225.5% | -58.6% | +41.3% |
| All | +166.9% | +224.0% | -57.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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