+66.0%
IWM vs FND
-49.6%
+115.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -2.3% | -23.6% | +21.3% | +4.8% |
| 3M | +4.0% | +4.3% | -0.4% | +1.3% |
| 6M | +17.9% | -20.3% | +38.2% | +23.5% |
| YTD | +20.2% | -21.3% | +41.5% | +25.4% |
| 1Y | +25.0% | -45.4% | +70.3% | +45.1% |
| 3Y | +66.0% | -48.9% | +114.9% | +83.8% |
| All | +66.0% | -49.6% | +115.5% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling