+38.2%
IWM vs FISV
-58.4%
+96.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +3.0% | -0.4% |
| 7D | -1.1% | -6.4% | +5.3% | +0.3% |
| 30D | -3.1% | -6.8% | +3.7% | -1.8% |
| 3M | +2.2% | -10.0% | +12.2% | +4.0% |
| 6M | +15.1% | -20.6% | +35.7% | +20.0% |
| YTD | +18.6% | -27.6% | +46.1% | +26.1% |
| 1Y | +24.0% | -64.3% | +88.3% | +52.6% |
| 3Y | +63.7% | -60.0% | +123.7% | +72.5% |
| 5Y | +38.2% | -57.7% | +95.9% | +35.0% |
| All | +38.2% | -58.4% | +96.6% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling