+126.0%
IWM vs FND
+68.8%
+57.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.3% | -4.4% | +4.1% | +1.0% |
| 30D | +1.9% | +14.5% | -12.6% | -2.4% |
| 3M | -5.7% | -15.6% | +9.9% | -1.6% |
| 6M | -0.3% | +4.7% | -5.0% | -3.5% |
| YTD | +15.8% | -16.1% | +31.9% | +18.3% |
| 1Y | +17.1% | -16.0% | +33.1% | +19.4% |
| 3Y | +73.1% | -35.5% | +108.5% | +83.8% |
| 5Y | +25.9% | -60.5% | +86.4% | +46.6% |
| All | +126.0% | +68.8% | +57.2% | +77.7% |
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