+165.3%
IWM vs FTI
+301.2%
-136.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -2.5% | -5.6% | +3.1% | -1.1% |
| 30D | -4.4% | +0.4% | -4.8% | -4.6% |
| 3M | +2.2% | +8.1% | -5.9% | -0.3% |
| 6M | +14.0% | +16.7% | -2.7% | +8.6% |
| YTD | +17.4% | +70.0% | -52.6% | +1.3% |
| 1Y | +22.9% | +85.4% | -62.5% | +3.4% |
| 3Y | +62.1% | +265.9% | -203.9% | +11.4% |
| 5Y | +38.2% | +1,072.7% | -1,034.6% | -33.4% |
| All | +165.3% | +301.2% | -136.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling