+313.9%
IWM vs FIVE
+822.5%
-508.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -8.0% | +4.0% | -12.0% | -9.3% |
| 6M | -4.1% | +2.6% | -6.7% | -5.8% |
| YTD | +11.9% | +27.6% | -15.6% | +3.8% |
| 1Y | +15.0% | +59.9% | -44.9% | +0.8% |
| 3Y | +64.2% | +35.8% | +28.4% | +40.9% |
| 5Y | +20.4% | +14.4% | +6.0% | +4.6% |
| 10Y | +168.0% | +576.1% | -408.2% | +55.2% |
| All | +313.9% | +822.5% | -508.6% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling