+40.0%
IWM vs FRSH
-72.4%
+112.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -1.1% | -9.6% | +8.4% | +0.7% |
| 30D | -3.1% | -0.4% | -2.7% | -3.3% |
| 3M | +2.2% | +27.2% | -25.0% | -3.0% |
| 6M | +15.1% | +42.2% | -27.1% | +6.1% |
| YTD | +18.6% | -2.6% | +21.2% | +16.9% |
| 1Y | +24.0% | -10.2% | +34.2% | +24.1% |
| 3Y | +63.7% | -45.5% | +109.2% | +75.3% |
| All | +40.0% | -72.4% | +112.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling