+15.4%
IWM vs FIX
+17.6%
-2.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.2% |
| 7D | +2.8% | +17.0% | -14.3% | 0.0% |
| 30D | +0.6% | -30.6% | +31.2% | +6.5% |
| 3M | -7.8% | -35.0% | +27.3% | -1.5% |
| 6M | -1.0% | -44.0% | +43.0% | +8.4% |
| YTD | +13.9% | +21.1% | -7.3% | +3.3% |
| 1Y | +15.4% | +16.3% | -0.8% | +5.6% |
| All | +15.4% | +17.6% | -2.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling