+66.0%
IWM vs FISV
-58.7%
+124.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | 0.0% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -2.3% | -3.0% | +0.7% | -2.0% |
| 3M | +4.0% | -3.5% | +7.5% | +4.1% |
| 6M | +17.9% | -19.4% | +37.3% | +20.7% |
| YTD | +20.2% | -24.3% | +44.5% | +23.8% |
| 1Y | +25.0% | -62.4% | +87.4% | +39.7% |
| 3Y | +66.0% | -58.2% | +124.2% | +49.3% |
| All | +66.0% | -58.7% | +124.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling