+23.8%
IWM vs IFF
-39.2%
+62.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | +2.3% | -9.4% | +11.7% | +5.2% |
| 3M | -8.3% | -3.0% | -5.3% | -7.8% |
| 6M | -1.3% | +5.8% | -7.1% | -4.1% |
| YTD | +13.5% | +22.4% | -8.8% | +3.6% |
| 1Y | +18.4% | +23.0% | -4.6% | +7.7% |
| 3Y | +69.6% | +21.8% | +47.8% | +50.4% |
| All | +23.8% | -39.2% | +62.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling