+23.8%
IWM vs FFIV
+35.3%
-11.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | +2.3% | -32.4% | +34.7% | +16.8% |
| 3M | -8.3% | -25.7% | +17.4% | +0.1% |
| 6M | -1.3% | -13.5% | +12.2% | +0.2% |
| YTD | +13.5% | +21.1% | -7.6% | -2.5% |
| 1Y | +18.4% | +29.4% | -11.0% | -1.6% |
| 3Y | +69.6% | +94.9% | -25.3% | +10.1% |
| All | +23.8% | +35.3% | -11.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling