+808.3%
IWM vs FIX
+32,083.0%
-31,274.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -1.5% |
| 30D | -1.3% | -7.2% | +6.0% | +0.5% |
| 3M | +1.6% | -15.9% | +17.5% | +5.1% |
| 6M | +13.6% | +12.7% | +0.8% | +7.5% |
| YTD | +20.8% | +72.8% | -52.0% | +0.8% |
| 1Y | +26.4% | +122.9% | -96.5% | -2.8% |
| 3Y | +60.7% | +774.3% | -713.6% | -21.4% |
| 5Y | +38.2% | +2,049.5% | -2,011.3% | -48.3% |
| 10Y | +169.5% | +5,821.5% | -5,652.0% | -26.8% |
| All | +808.3% | +32,083.0% | -31,274.7% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling