+69.6%
IWM vs FRSH
-27.1%
+96.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +4.6% | -3.2% | +0.6% |
| 30D | +2.3% | -7.5% | +9.7% | +3.4% |
| 3M | -8.3% | -0.1% | -8.2% | -8.7% |
| 6M | -1.3% | +54.5% | -55.8% | -10.2% |
| YTD | +13.5% | +3.4% | +10.1% | +11.5% |
| 1Y | +18.4% | +6.4% | +12.0% | +15.4% |
| 3Y | +69.6% | -26.3% | +95.9% | +70.5% |
| All | +69.6% | -27.1% | +96.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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