+20.0%
IWM vs FIX
+933.9%
-913.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.5% | -0.4% |
| 7D | -2.0% | -17.5% | +15.4% | +2.1% |
| 30D | -1.5% | -41.6% | +40.1% | +11.8% |
| 3M | -8.0% | -40.6% | +32.6% | +3.3% |
| 6M | -4.1% | -49.4% | +45.3% | +11.2% |
| YTD | +11.9% | +9.2% | +2.8% | +3.1% |
| 1Y | +15.0% | +6.5% | +8.6% | +6.2% |
| 3Y | +64.2% | +448.7% | -384.5% | -23.2% |
| All | +20.0% | +933.9% | -913.9% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling