+144.3%
IWM vs ACGL
+322.9%
-178.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.8% | -1.2% | +4.0% | +3.3% |
| 30D | +0.6% | +12.8% | -12.2% | -4.7% |
| 3M | -7.8% | +12.3% | -20.1% | -12.6% |
| 6M | -1.0% | +15.8% | -16.8% | -8.1% |
| YTD | +13.9% | +13.9% | 0.0% | +5.9% |
| 1Y | +15.4% | +19.0% | -3.6% | +5.1% |
| 3Y | +70.2% | +33.7% | +36.6% | +41.8% |
| 5Y | +23.7% | +173.4% | -149.7% | -32.1% |
| All | +144.3% | +322.9% | -178.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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