+346.5%
IWM vs FIVE
+868.1%
-521.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.0% |
| 7D | +0.1% | +4.3% | -4.2% | -1.0% |
| 30D | -1.3% | +12.5% | -13.8% | -4.3% |
| 3M | +1.6% | +31.2% | -29.6% | -5.3% |
| 6M | +13.6% | +14.4% | -0.8% | +8.5% |
| YTD | +20.8% | +33.9% | -13.1% | +10.9% |
| 1Y | +26.4% | +65.1% | -38.6% | +9.9% |
| 3Y | +60.7% | +49.0% | +11.7% | +34.8% |
| 5Y | +38.2% | +30.3% | +7.9% | +16.3% |
| 10Y | +169.5% | +481.1% | -311.6% | +59.1% |
| All | +346.5% | +868.1% | -521.6% | +137.7% |
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