+182.0%
IWM vs FTV
+126.9%
+55.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +0.3% | +1.4% | -1.1% | -0.5% |
| 30D | +0.6% | +18.3% | -17.7% | -8.7% |
| 3M | -6.2% | +9.8% | -16.0% | -11.4% |
| 6M | -0.8% | +12.3% | -13.1% | -8.1% |
| YTD | +14.8% | +23.1% | -8.3% | -0.7% |
| 1Y | +16.1% | +32.5% | -16.4% | -4.0% |
| 3Y | +71.5% | +38.3% | +33.2% | +36.5% |
| 5Y | +25.8% | +16.8% | +8.9% | +8.8% |
| 10Y | +155.4% | +106.6% | +48.9% | +61.2% |
| All | +182.0% | +126.9% | +55.1% | +74.3% |
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