+741.9%
IWM vs FITB
+153.7%
+588.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -1.5% | +5.8% | -7.3% | -3.0% |
| 3M | -8.0% | -6.1% | -1.9% | -6.4% |
| 6M | -4.1% | +5.9% | -10.0% | -5.9% |
| YTD | +11.9% | +16.1% | -4.2% | +6.9% |
| 1Y | +15.0% | +28.8% | -13.8% | +6.6% |
| 3Y | +64.2% | +126.0% | -61.8% | +30.2% |
| 5Y | +20.4% | +45.3% | -24.9% | +6.1% |
| 10Y | +168.0% | +255.4% | -87.4% | +80.4% |
| All | +741.9% | +153.7% | +588.2% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling