+808.3%
IWM vs ACGL
+6,038.8%
-5,230.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +1.6% | +11.0% | -9.4% | -3.3% |
| 6M | +13.6% | -0.3% | +13.9% | +12.8% |
| YTD | +20.8% | +2.3% | +18.5% | +18.2% |
| 1Y | +26.4% | +6.4% | +20.0% | +21.3% |
| 3Y | +60.7% | +34.0% | +26.7% | +35.5% |
| 5Y | +38.2% | +161.6% | -123.5% | -15.3% |
| 10Y | +169.5% | +278.6% | -109.1% | +36.6% |
| All | +808.3% | +6,038.8% | -5,230.5% | +165.1% |
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