+35.7%
IWM vs FIG
-73.2%
+108.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.3% |
| 7D | +1.4% | -16.4% | +17.8% | +1.8% |
| 30D | -2.3% | -2.3% | 0.0% | -2.3% |
| 3M | +4.0% | +7.8% | -3.9% | +3.6% |
| 6M | +17.9% | -21.8% | +39.8% | +18.8% |
| YTD | +20.2% | -39.1% | +59.3% | +22.4% |
| 1Y | +25.0% | -56.6% | +81.6% | +29.3% |
| All | +35.7% | -73.2% | +108.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling