+165.3%
IWM vs FISV
-2.2%
+167.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.5% | -7.2% | +4.7% | -0.1% |
| 30D | -4.4% | -7.2% | +2.8% | -2.2% |
| 3M | +2.2% | -8.2% | +10.4% | +4.2% |
| 6M | +14.0% | -17.7% | +31.7% | +19.9% |
| YTD | +17.4% | -27.2% | +44.5% | +28.3% |
| 1Y | +22.9% | -63.0% | +85.9% | +63.2% |
| 3Y | +62.1% | -59.8% | +121.8% | +90.1% |
| 5Y | +38.2% | -55.8% | +93.9% | +50.2% |
| All | +165.3% | -2.2% | +167.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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