+753.8%
IWM vs FISV
+813.9%
-60.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.8% |
| 30D | +2.3% | +38.4% | -36.2% | -11.5% |
| 3M | -8.3% | +14.9% | -23.2% | -14.5% |
| 6M | -1.3% | +21.8% | -23.1% | -11.7% |
| YTD | +13.5% | -5.0% | +18.6% | +11.6% |
| 1Y | +18.4% | -1.2% | +19.6% | +14.2% |
| 3Y | +69.6% | -47.5% | +117.1% | +89.2% |
| 5Y | +23.3% | -36.7% | +60.0% | +23.5% |
| 10Y | +147.0% | +26.9% | +120.1% | +71.1% |
| All | +753.8% | +813.9% | -60.0% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling