+69.6%
IWM vs FLR
+35.7%
+33.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.4% | +5.4% | -4.0% | +0.1% |
| 30D | +2.3% | +2.8% | -0.6% | +1.4% |
| 3M | -8.3% | -6.4% | -1.9% | -7.2% |
| 6M | -1.3% | +8.8% | -10.1% | -4.8% |
| YTD | +13.5% | +23.6% | -10.1% | +4.5% |
| 1Y | +18.4% | +13.8% | +4.6% | +11.4% |
| 3Y | +69.6% | +36.5% | +33.1% | +32.5% |
| All | +69.6% | +35.7% | +33.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling