+149.7%
IWM vs FLR
+8.6%
+141.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.3% | +5.1% | -4.8% | -0.8% |
| 30D | +0.6% | -0.5% | +1.1% | +0.5% |
| 3M | -6.2% | -3.5% | -2.8% | -5.9% |
| 6M | -0.8% | +16.5% | -17.2% | -5.0% |
| YTD | +14.8% | +27.3% | -12.5% | +7.0% |
| 1Y | +16.1% | +10.6% | +5.5% | +11.5% |
| 3Y | +71.5% | +39.4% | +32.2% | +51.8% |
| 5Y | +25.8% | +126.4% | -100.6% | -0.8% |
| All | +149.7% | +8.6% | +141.1% | +97.5% |
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