+131.5%
IWM vs FND
+57.3%
+74.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | -3.1% | -19.6% | +16.5% | +3.0% |
| 3M | +2.2% | -4.3% | +6.6% | +2.4% |
| 6M | +15.1% | -20.4% | +35.5% | +20.7% |
| YTD | +18.6% | -21.9% | +40.4% | +24.3% |
| 1Y | +24.0% | -45.2% | +69.2% | +43.7% |
| 3Y | +63.7% | -49.2% | +112.9% | +87.0% |
| 5Y | +38.2% | -61.8% | +100.0% | +63.0% |
| All | +131.5% | +57.3% | +74.2% | +86.6% |
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