+166.9%
IWM vs SFM
+293.3%
-126.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.5% |
| 7D | +1.4% | -5.8% | +7.2% | +2.2% |
| 30D | -2.3% | -11.4% | +9.1% | -0.8% |
| 3M | +4.0% | -12.2% | +16.2% | +5.5% |
| 6M | +17.9% | -5.2% | +23.1% | +17.7% |
| YTD | +20.2% | -4.5% | +24.7% | +19.5% |
| 1Y | +25.0% | -45.4% | +70.4% | +34.8% |
| 3Y | +66.0% | +91.1% | -25.1% | +44.7% |
| 5Y | +40.0% | +226.8% | -186.7% | +9.9% |
| 10Y | +166.9% | +291.9% | -125.1% | +93.3% |
| All | +166.9% | +293.3% | -126.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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