+51.0%
IWM vs FGI
-68.3%
+119.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.8% |
| 7D | -0.3% | +6.9% | -7.2% | -0.4% |
| 30D | +1.9% | +3.9% | -2.1% | +1.8% |
| 3M | -5.7% | +74.3% | -80.0% | -7.6% |
| 6M | -0.3% | +28.9% | -29.2% | -1.9% |
| YTD | +15.8% | +39.1% | -23.3% | +12.4% |
| 1Y | +17.1% | +49.3% | -32.3% | +13.1% |
| 3Y | +73.1% | +5.7% | +67.3% | +65.3% |
| All | +51.0% | -68.3% | +119.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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