+66.4%
IWM vs FIS
-18.3%
+84.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -1.3% | -2.2% | +1.0% | -0.8% |
| 3M | +1.6% | +2.1% | -0.5% | +0.5% |
| 6M | +13.6% | -14.7% | +28.2% | +18.0% |
| YTD | +20.8% | -35.7% | +56.5% | +38.7% |
| 1Y | +26.4% | -37.1% | +63.5% | +46.0% |
| All | +66.4% | -18.3% | +84.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling