+64.2%
IWM vs FIX
+448.6%
-384.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.5% | -0.1% |
| 7D | -2.0% | -17.5% | +15.4% | +1.3% |
| 30D | -1.5% | -41.6% | +40.1% | +9.2% |
| 3M | -8.0% | -40.6% | +32.6% | +1.1% |
| 6M | -4.1% | -49.4% | +45.3% | +8.3% |
| YTD | +11.9% | +9.2% | +2.8% | +5.1% |
| 1Y | +15.0% | +6.5% | +8.6% | +8.3% |
| 3Y | +64.2% | +448.7% | -384.5% | -12.3% |
| All | +64.2% | +448.6% | -384.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling