+171.7%
IWM vs FLR
+17.1%
+154.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | -3.1% | +4.9% | -8.1% | -4.2% |
| 3M | +2.2% | +10.8% | -8.6% | -0.7% |
| 6M | +15.1% | +19.7% | -4.6% | +9.3% |
| YTD | +18.6% | +38.4% | -19.8% | +9.0% |
| 1Y | +24.0% | +34.7% | -10.7% | +14.3% |
| 3Y | +63.7% | +56.7% | +7.1% | +41.7% |
| 5Y | +38.2% | +241.6% | -203.4% | +0.8% |
| 10Y | +171.7% | +20.2% | +151.5% | +106.8% |
| All | +171.7% | +17.1% | +154.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling