+808.3%
IWM vs FFIV
+2,347.6%
-1,539.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -1.0% | +1.0% | +0.3% |
| 30D | -1.3% | -5.1% | +3.8% | -0.3% |
| 3M | +1.6% | -4.5% | +6.1% | +2.3% |
| 6M | +13.6% | +36.5% | -22.9% | +5.9% |
| YTD | +20.8% | +53.0% | -32.2% | +9.8% |
| 1Y | +26.4% | +24.2% | +2.2% | +19.6% |
| 3Y | +60.7% | +137.2% | -76.5% | +32.8% |
| 5Y | +38.2% | +91.8% | -53.6% | +18.6% |
| 10Y | +169.5% | +215.2% | -45.7% | +108.6% |
| All | +808.3% | +2,347.6% | -1,539.3% | +298.9% |
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