+807.8%
IWM vs FLR
+603.8%
+204.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +0.1% | +5.4% | -5.3% | -1.4% |
| 30D | -1.3% | +11.4% | -12.6% | -4.8% |
| 3M | +1.6% | +11.4% | -9.8% | -2.5% |
| 6M | +13.6% | +16.6% | -3.1% | +6.7% |
| YTD | +20.8% | +41.7% | -21.0% | +7.1% |
| 1Y | +26.4% | +35.4% | -9.0% | +13.0% |
| 3Y | +60.7% | +57.3% | +3.4% | +31.4% |
| 5Y | +38.2% | +241.0% | -202.8% | -12.5% |
| 10Y | +169.5% | +16.6% | +152.8% | +88.9% |
| All | +807.8% | +603.8% | +204.0% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling