+115.9%
IWM vs ACI
+29.9%
+86.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -1.5% | +10.3% | -11.7% | -2.5% |
| 3M | -8.0% | +7.2% | -15.2% | -8.8% |
| 6M | -4.1% | -18.0% | +13.9% | -2.7% |
| YTD | +11.9% | -22.0% | +33.9% | +13.9% |
| 1Y | +15.0% | -23.4% | +38.4% | +17.3% |
| 3Y | +64.2% | -35.8% | +100.0% | +70.3% |
| 5Y | +20.4% | -43.7% | +64.1% | +24.8% |
| All | +115.9% | +29.9% | +86.0% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling