+66.0%
IWM vs FTI
+284.3%
-218.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.3% | +12.3% | -14.6% | -5.1% |
| 3M | +4.0% | +13.8% | -9.8% | +0.2% |
| 6M | +17.9% | +24.3% | -6.3% | +10.3% |
| YTD | +20.2% | +75.8% | -55.6% | +2.1% |
| 1Y | +25.0% | +99.6% | -74.7% | +2.1% |
| 3Y | +66.0% | +278.4% | -212.4% | +12.3% |
| All | +66.0% | +284.3% | -218.3% | +12.3% |
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