+131.8%
IWM vs ACI
+21.8%
+110.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | -2.3% | +1.1% | -3.4% | -2.4% |
| 3M | +4.0% | -23.6% | +27.6% | +6.5% |
| 6M | +17.9% | -29.9% | +47.9% | +21.8% |
| YTD | +20.2% | -26.9% | +47.1% | +23.3% |
| 1Y | +25.0% | -34.2% | +59.2% | +29.8% |
| 3Y | +66.0% | -43.6% | +109.6% | +74.9% |
| 5Y | +40.0% | -42.4% | +82.4% | +45.0% |
| All | +131.8% | +21.8% | +110.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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