+19.2%
IWM vs FIX
+929.6%
-910.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.6% | +7.0% | -1.7% |
| 7D | -4.6% | -27.2% | +22.7% | +2.7% |
| 30D | -3.7% | -46.9% | +43.2% | +12.0% |
| 3M | -9.4% | -44.4% | +35.1% | +3.6% |
| 6M | -3.6% | -50.9% | +47.3% | +12.6% |
| YTD | +10.8% | +3.5% | +7.3% | +3.4% |
| 1Y | +11.9% | -2.1% | +14.0% | +5.7% |
| 3Y | +60.6% | +418.7% | -358.2% | -23.8% |
| 5Y | +19.2% | +894.6% | -875.3% | -60.9% |
| All | +19.2% | +929.6% | -910.4% | -60.9% |
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