+135.7%
IWM vs FND
+66.0%
+69.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +1.6% | +2.7% | -1.1% | -0.4% |
| 6M | +13.6% | -21.7% | +35.2% | +19.8% |
| YTD | +20.8% | -17.5% | +38.3% | +24.6% |
| 1Y | +26.4% | -39.3% | +65.7% | +42.2% |
| 3Y | +60.7% | -49.8% | +110.5% | +84.3% |
| 5Y | +38.2% | -60.1% | +98.3% | +60.9% |
| All | +135.7% | +66.0% | +69.7% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling