+25.8%
IWM vs FIVE
+18.8%
+6.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.3% | +7.3% | -7.1% | -1.4% |
| 30D | +0.6% | +18.1% | -17.5% | -3.4% |
| 3M | -6.2% | +7.7% | -13.9% | -8.2% |
| 6M | -0.8% | +13.6% | -14.4% | -4.8% |
| YTD | +14.8% | +34.6% | -19.8% | +5.1% |
| 1Y | +16.1% | +66.2% | -50.1% | +0.9% |
| 3Y | +71.5% | +43.5% | +28.1% | +49.3% |
| 5Y | +25.8% | +20.7% | +5.1% | +13.4% |
| All | +25.8% | +18.8% | +6.9% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling