+733.6%
IWM vs ACGL
+6,819.1%
-6,085.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -4.6% | +6.4% | -11.0% | -7.1% |
| 30D | -3.7% | +16.6% | -20.3% | -9.8% |
| 3M | -9.4% | +11.6% | -21.0% | -13.7% |
| 6M | -3.6% | +17.5% | -21.1% | -10.7% |
| YTD | +10.8% | +15.3% | -4.4% | +3.0% |
| 1Y | +11.9% | +26.3% | -14.4% | -0.1% |
| 3Y | +60.6% | +35.9% | +24.6% | +35.1% |
| 5Y | +19.2% | +168.2% | -149.0% | -27.6% |
| 10Y | +165.3% | +352.0% | -186.6% | +24.9% |
| All | +733.6% | +6,819.1% | -6,085.5% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling