+161.6%
IWM vs FN
+753.0%
-591.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -1.6% |
| 7D | -2.0% | 0.0% | -2.0% | -2.7% |
| 30D | -1.5% | -34.3% | +32.9% | +7.0% |
| 3M | -8.0% | -39.9% | +31.9% | +0.7% |
| 6M | -4.1% | -51.8% | +47.7% | +8.3% |
| YTD | +11.9% | -28.1% | +40.1% | +11.6% |
| 1Y | +15.0% | -29.1% | +44.1% | +14.3% |
| 3Y | +64.2% | +102.4% | -38.2% | +13.7% |
| 5Y | +20.4% | +171.7% | -151.3% | -27.0% |
| All | +161.6% | +753.0% | -591.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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