+729.9%
IWM vs FTI
+2,165.1%
-1,435.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +5.3% | -5.2% | -1.5% |
| 30D | -1.3% | +15.3% | -16.6% | -5.6% |
| 3M | +1.6% | +15.8% | -14.2% | -3.5% |
| 6M | +13.6% | +22.6% | -9.0% | +5.5% |
| YTD | +20.8% | +79.5% | -58.8% | -0.4% |
| 1Y | +26.4% | +102.0% | -75.6% | 0.0% |
| 3Y | +60.7% | +315.8% | -255.1% | -1.6% |
| 5Y | +38.2% | +1,129.5% | -1,091.3% | -43.8% |
| 10Y | +169.5% | +320.9% | -151.5% | +29.9% |
| All | +729.9% | +2,165.1% | -1,435.2% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling