+64.1%
IWM vs FIX
+782.4%
-718.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | -1.3% | -7.2% | +6.0% | +0.1% |
| 3M | +1.6% | -15.9% | +17.5% | +4.4% |
| 6M | +13.6% | +12.7% | +0.8% | +8.7% |
| YTD | +20.8% | +72.8% | -52.0% | +4.7% |
| 1Y | +26.4% | +122.9% | -96.5% | +2.6% |
| All | +64.1% | +782.4% | -718.3% | -6.5% |
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