+668.5%
IWM vs FIS
+229.2%
+439.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | -2.0% | -25.5% | +23.4% | +8.2% |
| 30D | -1.5% | -15.1% | +13.6% | +2.7% |
| 3M | -8.0% | -32.1% | +24.1% | +4.9% |
| 6M | -4.1% | -36.1% | +32.0% | +10.7% |
| YTD | +11.9% | -55.4% | +67.3% | +49.4% |
| 1Y | +15.0% | -53.9% | +68.9% | +51.2% |
| 3Y | +64.2% | -39.8% | +104.0% | +87.8% |
| 5Y | +20.4% | -71.1% | +91.5% | +80.0% |
| 10Y | +168.0% | -53.8% | +221.8% | +218.0% |
| All | +668.5% | +229.2% | +439.3% | +316.6% |
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 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