+470.4%
IWM vs FN
+3,620.5%
-3,150.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | -1.3% | -22.0% | +20.7% | +3.1% |
| 3M | +1.6% | -43.0% | +44.6% | +11.9% |
| 6M | +13.6% | -27.7% | +41.3% | +17.0% |
| YTD | +20.8% | -10.5% | +31.3% | +17.5% |
| 1Y | +26.4% | +12.5% | +13.9% | +16.2% |
| 3Y | +60.7% | +153.8% | -93.1% | +16.4% |
| 5Y | +38.2% | +288.0% | -249.8% | -11.6% |
| 10Y | +169.5% | +906.4% | -736.9% | +37.7% |
| All | +470.4% | +3,620.5% | -3,150.1% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling