+143.5%
IWM vs FTV
+109.2%
+34.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +3.9% | -2.5% | -0.8% |
| 30D | +2.3% | +18.7% | -16.4% | -7.5% |
| 3M | -8.3% | +10.0% | -18.3% | -13.6% |
| 6M | -1.3% | +14.6% | -15.9% | -9.7% |
| YTD | +13.5% | +23.4% | -9.9% | -2.1% |
| 1Y | +18.4% | +31.3% | -12.9% | -1.9% |
| 3Y | +69.6% | +39.8% | +29.8% | +33.5% |
| 5Y | +23.3% | +17.7% | +5.6% | +5.9% |
| All | +143.5% | +109.2% | +34.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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