+15.0%
IWM vs FN
-33.3%
+48.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -0.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.3% |
| 30D | -1.5% | -34.3% | +32.9% | +2.9% |
| 3M | -8.0% | -39.9% | +31.9% | -3.4% |
| 6M | -4.1% | -51.8% | +47.7% | +2.8% |
| YTD | +11.9% | -28.1% | +40.1% | +10.8% |
| 1Y | +15.0% | -29.1% | +44.1% | +13.3% |
| All | +15.0% | -33.3% | +48.3% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling