+143.5%
IWM vs FIS
-53.2%
+196.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.8% |
| 7D | +1.4% | +2.8% | -1.4% | +0.2% |
| 30D | +2.3% | -16.7% | +19.0% | +6.6% |
| 3M | -8.3% | -32.3% | +24.0% | +3.2% |
| 6M | -1.3% | -29.1% | +27.7% | +8.0% |
| YTD | +13.5% | -54.1% | +67.6% | +47.2% |
| 1Y | +18.4% | -53.7% | +72.1% | +52.9% |
| 3Y | +69.6% | -38.8% | +108.5% | +89.4% |
| 5Y | +23.3% | -71.1% | +94.4% | +86.2% |
| All | +143.5% | -53.2% | +196.7% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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