+166.9%
IWM vs ACM
+128.0%
+38.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -2.3% | -12.9% | +10.6% | +3.7% |
| 3M | +4.0% | -6.4% | +10.3% | +5.8% |
| 6M | +17.9% | -29.2% | +47.2% | +37.8% |
| YTD | +20.2% | -29.9% | +50.1% | +39.8% |
| 1Y | +25.0% | -47.3% | +72.2% | +68.0% |
| 3Y | +66.0% | -19.6% | +85.6% | +76.1% |
| 5Y | +40.0% | +5.5% | +34.5% | +27.9% |
| 10Y | +166.9% | +129.7% | +37.2% | +64.4% |
| All | +166.9% | +128.0% | +38.9% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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