+808.3%
IWM vs FISV
+659.4%
+148.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.3% | -2.1% | +0.8% | -0.7% |
| 3M | +1.6% | -5.7% | +7.4% | +2.8% |
| 6M | +13.6% | -15.3% | +28.9% | +19.1% |
| YTD | +20.8% | -21.1% | +41.8% | +29.7% |
| 1Y | +26.4% | -61.1% | +87.5% | +71.3% |
| 3Y | +60.7% | -56.8% | +117.5% | +96.7% |
| 5Y | +38.2% | -54.2% | +92.4% | +61.2% |
| 10Y | +169.5% | +1.6% | +167.9% | +107.6% |
| All | +808.3% | +659.4% | +148.9% | +187.8% |
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