+15.6%
IWM vs FRMI
-89.6%
+105.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.7% | -27.0% | -1.6% |
| 7D | +1.4% | +66.2% | -64.8% | -1.5% |
| 30D | +2.3% | -17.4% | +19.7% | +2.6% |
| 3M | -8.3% | -60.5% | +52.1% | -4.8% |
| 6M | -1.3% | -56.5% | +55.2% | +1.0% |
| YTD | +13.5% | -67.4% | +80.9% | +16.8% |
| 1Y | +18.4% | -85.1% | +103.5% | +23.8% |
| All | +15.6% | -89.6% | +105.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling