+18.4%
IWM vs USFR
+4.1%
+14.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.1% |
| 7D | +1.4% | +0.1% | +1.4% | +2.2% |
| 30D | +2.3% | +0.4% | +1.9% | +6.8% |
| 3M | -8.3% | +1.1% | -9.4% | +5.2% |
| 6M | -1.3% | +2.0% | -3.4% | +32.8% |
| YTD | +13.5% | +3.5% | +10.0% | +76.9% |
| 1Y | +18.4% | +4.1% | +14.3% | +84.8% |
| All | +18.4% | +4.1% | +14.3% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling