+15.4%
IWM vs ACI
-22.6%
+38.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +2.8% | -0.5% | +3.2% | +2.7% |
| 30D | +0.6% | +4.9% | -4.3% | +0.9% |
| 3M | -7.8% | +11.1% | -18.9% | -7.3% |
| 6M | -1.0% | -14.9% | +14.0% | -2.0% |
| YTD | +13.9% | -19.6% | +33.5% | +11.5% |
| 1Y | +15.4% | -22.7% | +38.2% | +14.7% |
| All | +15.4% | -22.6% | +38.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling