+40.7%
IWM vs FND
-60.0%
+100.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +0.1% | -5.2% | +5.3% | +1.6% |
| 30D | -1.3% | -19.9% | +18.6% | +5.3% |
| 3M | +1.6% | +2.7% | -1.1% | -0.6% |
| 6M | +13.6% | -21.7% | +35.2% | +20.2% |
| YTD | +20.8% | -17.5% | +38.3% | +24.8% |
| 1Y | +26.4% | -39.3% | +65.7% | +43.4% |
| 3Y | +60.7% | -49.8% | +110.5% | +85.3% |
| All | +40.7% | -60.0% | +100.7% | +62.6% |
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 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