+217.7%
IWM vs USFR
+27.5%
+190.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | +1.6% | +1.0% | +0.6% | +1.3% |
| 6M | +13.6% | +1.9% | +11.6% | +12.8% |
| YTD | +20.8% | +2.6% | +18.1% | +19.7% |
| 1Y | +26.4% | +4.0% | +22.4% | +24.7% |
| 3Y | +60.7% | +14.1% | +46.6% | +53.6% |
| 5Y | +38.2% | +20.4% | +17.8% | +29.5% |
| 10Y | +169.5% | +28.0% | +141.5% | +148.2% |
| All | +217.7% | +27.5% | +190.1% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling