+729.0%
IWM vs FIS
+374.5%
+354.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | -1.3% | -2.2% | +1.0% | -0.5% |
| 3M | +1.6% | +2.1% | -0.5% | -0.3% |
| 6M | +13.6% | -14.7% | +28.2% | +19.1% |
| YTD | +20.8% | -35.7% | +56.5% | +42.4% |
| 1Y | +26.4% | -37.1% | +63.5% | +50.0% |
| 3Y | +60.7% | -20.0% | +80.7% | +68.2% |
| 5Y | +38.2% | -62.1% | +100.3% | +90.1% |
| 10Y | +169.5% | -37.4% | +206.9% | +189.9% |
| All | +729.0% | +374.5% | +354.5% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling