+69.6%
IWM vs ACI
-31.5%
+101.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | +2.3% | +1.2% | +1.0% | +2.2% |
| 3M | -8.3% | +6.8% | -15.1% | -8.6% |
| 6M | -1.3% | -18.7% | +17.4% | -0.3% |
| YTD | +13.5% | -20.2% | +33.7% | +14.5% |
| 1Y | +18.4% | -23.7% | +42.1% | +20.2% |
| 3Y | +69.6% | -31.6% | +101.3% | +72.6% |
| All | +69.6% | -31.5% | +101.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling