+168.1%
IWM vs FIS
-36.8%
+204.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.3% | -2.2% | +1.0% | -0.6% |
| 3M | +1.6% | +2.1% | -0.5% | -0.1% |
| 6M | +13.6% | -14.7% | +28.2% | +19.0% |
| YTD | +20.8% | -35.7% | +56.5% | +41.8% |
| 1Y | +26.4% | -37.1% | +63.5% | +49.4% |
| 3Y | +60.7% | -20.0% | +80.7% | +67.3% |
| 5Y | +38.2% | -62.1% | +100.3% | +95.1% |
| All | +168.1% | -36.8% | +204.9% | +203.2% |
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