+143.5%
IWM vs FIVE
+504.2%
-360.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +2.7% | -1.2% | +0.7% |
| 30D | +2.3% | +12.7% | -10.4% | -1.0% |
| 3M | -8.3% | +2.1% | -10.4% | -9.2% |
| 6M | -1.3% | +17.5% | -18.8% | -6.7% |
| YTD | +13.5% | +31.0% | -17.4% | +3.6% |
| 1Y | +18.4% | +67.7% | -49.3% | +0.8% |
| 3Y | +69.6% | +43.4% | +26.2% | +41.2% |
| 5Y | +23.3% | +18.1% | +5.2% | +4.9% |
| All | +143.5% | +504.2% | -360.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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