+124.0%
IWM vs FND
+70.0%
+54.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.3% |
| 7D | +0.3% | +6.8% | -6.6% | -1.7% |
| 30D | +0.6% | +13.1% | -12.5% | -3.3% |
| 3M | -6.2% | -13.1% | +6.8% | -3.0% |
| 6M | -0.8% | -0.6% | -0.2% | -2.5% |
| YTD | +14.8% | -15.5% | +30.3% | +17.0% |
| 1Y | +16.1% | -13.7% | +29.8% | +17.4% |
| 3Y | +71.5% | -35.0% | +106.5% | +81.8% |
| 5Y | +25.8% | -60.1% | +85.8% | +46.1% |
| All | +124.0% | +70.0% | +54.0% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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