+143.5%
IWM vs FTI
+189.4%
-45.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | +1.4% | +4.3% | -2.9% | +0.3% |
| 30D | +2.3% | -4.7% | +6.9% | +3.3% |
| 3M | -8.3% | -13.5% | +5.2% | -5.2% |
| 6M | -1.3% | -8.7% | +7.4% | +0.1% |
| YTD | +13.5% | +49.0% | -35.5% | +0.9% |
| 1Y | +18.4% | +54.0% | -35.6% | +4.3% |
| 3Y | +69.6% | +211.6% | -142.0% | +21.4% |
| 5Y | +23.3% | +881.9% | -858.6% | -37.8% |
| All | +143.5% | +189.4% | -45.8% | +38.8% |
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 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