+166.9%
IWM vs FITB
+285.0%
-118.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.1% |
| 30D | -2.3% | -4.5% | +2.2% | -0.2% |
| 3M | +4.0% | +5.7% | -1.7% | +1.0% |
| 6M | +17.9% | +17.1% | +0.8% | +9.0% |
| YTD | +20.2% | +18.3% | +1.9% | +10.1% |
| 1Y | +25.0% | +23.9% | +1.1% | +11.7% |
| 3Y | +66.0% | +131.1% | -65.1% | +10.2% |
| 5Y | +40.0% | +71.1% | -31.0% | +3.4% |
| 10Y | +166.9% | +283.9% | -117.0% | +22.3% |
| All | +166.9% | +285.0% | -118.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling