+58.9%
IWM vs ACHR
-45.8%
+104.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.3% | -0.7% |
| 7D | -1.1% | -2.7% | +1.5% | -0.8% |
| 30D | -3.1% | -12.1% | +9.0% | -1.8% |
| 3M | +2.2% | +3.4% | -1.2% | +0.7% |
| 6M | +15.1% | -15.6% | +30.7% | +15.9% |
| YTD | +18.6% | -26.9% | +45.4% | +21.1% |
| 1Y | +24.0% | -34.8% | +58.7% | +27.2% |
| 3Y | +63.7% | -19.2% | +83.0% | +51.9% |
| 5Y | +38.2% | -43.8% | +82.0% | +16.9% |
| All | +58.9% | -45.8% | +104.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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