+168.0%
IWM vs FTI
+313.1%
-145.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.6% |
| 30D | -3.1% | +5.0% | -8.1% | -4.4% |
| 3M | +2.2% | +13.8% | -11.6% | -1.6% |
| 6M | +15.1% | +22.9% | -7.8% | +8.2% |
| YTD | +18.6% | +75.0% | -56.4% | +1.6% |
| 1Y | +24.0% | +96.9% | -72.9% | +2.6% |
| 3Y | +63.7% | +276.7% | -213.0% | +11.8% |
| 5Y | +38.2% | +1,157.0% | -1,118.8% | -34.6% |
| All | +168.0% | +313.1% | -145.1% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling