+69.6%
IWM vs ACGL
+33.8%
+35.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | +2.3% | +12.3% | -10.0% | +0.9% |
| 3M | -8.3% | +11.8% | -20.1% | -9.5% |
| 6M | -1.3% | +17.5% | -18.8% | -3.4% |
| YTD | +13.5% | +14.3% | -0.8% | +11.3% |
| 1Y | +18.4% | +18.2% | +0.2% | +15.3% |
| 3Y | +69.6% | +33.2% | +36.5% | +73.2% |
| All | +69.6% | +33.8% | +35.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling