+16.0%
IWM vs FRMI
-91.8%
+107.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.8% | -15.5% | -2.4% |
| 7D | +2.8% | +34.6% | -31.9% | +1.0% |
| 30D | +0.6% | -44.6% | +45.3% | +3.1% |
| 3M | -7.8% | -72.9% | +65.1% | -2.4% |
| 6M | -1.0% | -62.3% | +61.4% | +2.2% |
| YTD | +13.9% | -74.3% | +88.1% | +18.7% |
| 1Y | +15.4% | -90.5% | +106.0% | +22.6% |
| All | +16.0% | -91.8% | +107.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling