+233.1%
IWM vs SFM
+132.6%
+100.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.3% | -4.4% | +3.1% | -0.7% |
| 3M | +1.6% | +1.5% | +0.1% | +0.9% |
| 6M | +13.6% | +6.5% | +7.1% | +11.4% |
| YTD | +20.8% | +2.2% | +18.6% | +18.9% |
| 1Y | +26.4% | -41.9% | +68.3% | +35.1% |
| 3Y | +60.7% | +106.8% | -46.1% | +38.5% |
| 5Y | +38.2% | +231.6% | -193.4% | +8.2% |
| 10Y | +169.5% | +258.4% | -89.0% | +98.5% |
| All | +233.1% | +132.6% | +100.6% | +164.3% |
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 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