+69.2%
IWM vs FTI
+208.3%
-139.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | -2.0% | -7.6% | +5.6% | -0.2% |
| 30D | -1.5% | -7.1% | +5.7% | 0.0% |
| 3M | -8.0% | -8.7% | +0.7% | -6.4% |
| 6M | -4.1% | -14.0% | +9.9% | -1.4% |
| YTD | +11.9% | +42.8% | -30.9% | -0.9% |
| 1Y | +15.0% | +50.4% | -35.4% | +0.2% |
| All | +69.2% | +208.3% | -139.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling