+40.0%
IWM vs ACHR
-41.7%
+81.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +1.4% | +4.9% | -3.4% | +0.8% |
| 30D | -2.3% | +4.3% | -6.6% | -3.1% |
| 3M | +4.0% | +1.7% | +2.2% | +2.6% |
| 6M | +17.9% | -6.9% | +24.8% | +17.3% |
| YTD | +20.2% | -22.5% | +42.7% | +21.9% |
| 1Y | +25.0% | -31.5% | +56.5% | +27.5% |
| 3Y | +66.0% | -14.4% | +80.4% | +52.7% |
| 5Y | +40.0% | -41.6% | +81.7% | +13.0% |
| All | +40.0% | -41.7% | +81.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling