+42.6%
IWM vs FRSH
-70.6%
+113.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.2% |
| 7D | +0.1% | -8.2% | +8.2% | +1.6% |
| 30D | -1.3% | +10.5% | -11.8% | -3.3% |
| 3M | +1.6% | +32.7% | -31.1% | -4.3% |
| 6M | +13.6% | +50.3% | -36.7% | +3.6% |
| YTD | +20.8% | +3.9% | +16.8% | +17.7% |
| 1Y | +26.4% | -2.2% | +28.6% | +24.5% |
| 3Y | +60.7% | -42.9% | +103.6% | +70.5% |
| All | +42.6% | -70.6% | +113.2% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling