+25.9%
IWM vs ACGL
+174.9%
-149.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -1.4% | +1.0% | 0.0% |
| 30D | +1.9% | +12.4% | -10.5% | -1.2% |
| 3M | -5.7% | +11.1% | -16.8% | -8.4% |
| 6M | -0.3% | +16.3% | -16.6% | -4.7% |
| YTD | +15.8% | +13.8% | +2.0% | +11.0% |
| 1Y | +17.1% | +20.4% | -3.3% | +10.2% |
| 3Y | +73.1% | +33.6% | +39.5% | +54.5% |
| 5Y | +25.9% | +176.8% | -151.0% | -26.2% |
| All | +25.9% | +174.9% | -149.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling