+61.7%
IWM vs FRSH
-46.5%
+108.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.5% | -11.2% | +8.6% | -0.5% |
| 30D | -4.4% | -0.8% | -3.6% | -4.5% |
| 3M | +2.2% | +26.4% | -24.2% | -2.8% |
| 6M | +14.0% | +48.4% | -34.3% | +4.0% |
| YTD | +17.4% | -3.1% | +20.5% | +16.9% |
| 1Y | +22.9% | -8.7% | +31.6% | +23.9% |
| All | +61.7% | -46.5% | +108.2% | +75.2% |
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