+741.9%
IWM vs FFIV
+1,848.5%
-1,106.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.0% | -8.1% | +6.1% | -0.3% |
| 30D | -1.5% | -33.4% | +31.9% | +6.3% |
| 3M | -8.0% | -24.7% | +16.7% | -3.4% |
| 6M | -4.1% | -8.8% | +4.7% | -3.4% |
| YTD | +11.9% | +21.8% | -9.8% | +5.7% |
| 1Y | +15.0% | +25.3% | -10.3% | +8.0% |
| 3Y | +64.2% | +101.2% | -37.0% | +39.3% |
| 5Y | +20.4% | +40.2% | -19.8% | +9.2% |
| 10Y | +168.0% | +129.0% | +39.0% | +119.3% |
| All | +741.9% | +1,848.5% | -1,106.5% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling