+64.2%
IWM vs FIVE
+34.8%
+29.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -1.5% | +17.7% | -19.1% | -4.2% |
| 3M | -8.0% | +4.0% | -12.0% | -8.9% |
| 6M | -4.1% | +2.6% | -6.7% | -5.2% |
| YTD | +11.9% | +27.6% | -15.6% | +6.1% |
| 1Y | +15.0% | +59.9% | -44.9% | +4.7% |
| 3Y | +64.2% | +35.8% | +28.4% | +39.5% |
| All | +64.2% | +34.8% | +29.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling