+756.6%
IWM vs FISV
+781.2%
-24.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.1% |
| 7D | +2.8% | -2.0% | +4.7% | +3.6% |
| 30D | +0.6% | +31.8% | -31.2% | -11.1% |
| 3M | -7.8% | +19.3% | -27.1% | -15.5% |
| 6M | -1.0% | +12.1% | -13.0% | -8.2% |
| YTD | +13.9% | -8.4% | +22.3% | +13.7% |
| 1Y | +15.4% | -4.5% | +19.9% | +13.0% |
| 3Y | +70.2% | -49.4% | +119.6% | +92.8% |
| 5Y | +23.7% | -39.0% | +62.7% | +25.9% |
| 10Y | +147.8% | +22.3% | +125.4% | +74.3% |
| All | +756.6% | +781.2% | -24.6% | +152.3% |
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 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