+218.8%
IWM vs SFM
+41.7%
+177.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | +1.2% | -10.2% | +11.4% | +2.7% |
| 30D | +1.3% | -23.9% | +25.2% | +4.5% |
| 3M | -6.1% | -42.3% | +36.2% | +0.6% |
| 6M | -0.1% | -40.1% | +40.1% | +5.9% |
| YTD | +15.5% | -37.8% | +53.3% | +21.0% |
| 1Y | +18.1% | -37.1% | +55.2% | +23.4% |
| 3Y | +74.6% | +21.5% | +53.1% | +61.1% |
| 5Y | +24.6% | +103.8% | -79.2% | +3.7% |
| 10Y | +161.3% | +142.0% | +19.3% | +102.3% |
| All | +218.8% | +41.7% | +177.1% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling