+30.4%
IWM vs FIG
-77.2%
+107.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.1% |
| 7D | +1.2% | -12.6% | +13.8% | +1.6% |
| 30D | +1.3% | -13.8% | +15.1% | +1.7% |
| 3M | -6.1% | -16.7% | +10.6% | -5.7% |
| 6M | -0.1% | -6.1% | +6.0% | -0.3% |
| YTD | +15.5% | -48.1% | +63.6% | +18.1% |
| 1Y | +18.1% | -56.2% | +74.3% | +21.4% |
| All | +30.4% | -77.2% | +107.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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