+24.0%
IWM vs FIG
-58.0%
+82.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | -1.1% | -14.5% | +13.3% | -0.6% |
| 30D | -3.1% | -13.3% | +10.2% | -2.7% |
| 3M | +2.2% | +7.4% | -5.2% | +1.5% |
| 6M | +15.1% | -27.8% | +42.9% | +17.7% |
| YTD | +18.6% | -41.1% | +59.7% | +25.0% |
| 1Y | +24.0% | -58.7% | +82.7% | +37.0% |
| All | +24.0% | -58.0% | +82.0% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling