+23.8%
IWM vs FND
-63.9%
+87.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +1.4% | -6.8% | +8.2% | +3.6% |
| 30D | +2.3% | +8.0% | -5.7% | -0.5% |
| 3M | -8.3% | -18.9% | +10.6% | -3.0% |
| 6M | -1.3% | +4.7% | -6.0% | -4.8% |
| YTD | +13.5% | -21.6% | +35.1% | +18.5% |
| 1Y | +18.4% | -22.0% | +40.4% | +23.6% |
| 3Y | +69.6% | -40.4% | +110.1% | +83.7% |
| All | +23.8% | -63.9% | +87.6% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling