+15.7%
IWM vs FPS
+24.3%
-8.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.9% |
| 7D | +1.4% | +10.4% | -9.0% | 0.0% |
| 30D | -2.3% | -16.5% | +14.2% | +0.1% |
| 3M | +4.0% | -45.5% | +49.5% | +12.7% |
| 6M | +17.9% | +2.1% | +15.9% | +13.2% |
| All | +15.7% | +24.3% | -8.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling