+196.7%
IWM vs FTV
+90.8%
+106.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.1% | -4.5% | +4.6% | +2.7% |
| 30D | -1.3% | -7.1% | +5.8% | +2.9% |
| 3M | +1.6% | -7.2% | +8.8% | +5.3% |
| 6M | +13.6% | -1.5% | +15.1% | +13.3% |
| YTD | +20.8% | +3.5% | +17.3% | +15.7% |
| 1Y | +26.4% | +20.3% | +6.1% | +10.1% |
| 3Y | +60.7% | -3.1% | +63.8% | +57.7% |
| 5Y | +38.2% | +2.3% | +35.8% | +29.2% |
| 10Y | +169.5% | +76.3% | +93.2% | +87.6% |
| All | +196.7% | +90.8% | +106.0% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling