+171.7%
IWM vs USFR
+28.0%
+143.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.1% | +0.3% | -3.4% | -3.3% |
| 3M | +2.2% | +1.0% | +1.2% | +1.5% |
| 6M | +15.1% | +1.9% | +13.1% | +13.3% |
| YTD | +18.6% | +2.7% | +15.9% | +16.1% |
| 1Y | +24.0% | +4.0% | +20.0% | +20.0% |
| 3Y | +63.7% | +14.0% | +49.7% | +46.3% |
| 5Y | +38.2% | +20.4% | +17.8% | +16.5% |
| 10Y | +171.7% | +28.0% | +143.7% | +116.7% |
| All | +171.7% | +28.0% | +143.7% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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