+20.0%
IWM vs FITB
+44.6%
-24.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -2.0% | -1.5% | -0.5% | -1.3% |
| 30D | -1.5% | +5.8% | -7.3% | -4.2% |
| 3M | -8.0% | -6.1% | -1.9% | -5.3% |
| 6M | -4.1% | +5.9% | -10.0% | -7.4% |
| YTD | +11.9% | +16.1% | -4.2% | +2.6% |
| 1Y | +15.0% | +28.8% | -13.8% | 0.0% |
| 3Y | +64.2% | +126.0% | -61.8% | +8.1% |
| All | +20.0% | +44.6% | -24.6% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling