+143.5%
IWM vs FISV
+26.5%
+117.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.6% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | +2.3% | +38.4% | -36.2% | -8.9% |
| 3M | -8.3% | +14.9% | -23.2% | -13.2% |
| 6M | -1.3% | +21.8% | -23.1% | -9.6% |
| YTD | +13.5% | -5.0% | +18.6% | +12.7% |
| 1Y | +18.4% | -1.2% | +19.6% | +15.6% |
| 3Y | +69.6% | -47.5% | +117.1% | +80.6% |
| 5Y | +23.3% | -36.7% | +60.0% | +16.0% |
| All | +143.5% | +26.5% | +117.0% | +64.5% |
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