+17.1%
IWM vs ACM
-45.3%
+62.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.3% | +3.0% | -3.3% | -0.8% |
| 30D | +1.9% | +19.7% | -17.8% | -0.9% |
| 3M | -5.7% | +5.3% | -11.0% | -6.7% |
| 6M | -0.3% | -10.8% | +10.5% | +1.5% |
| YTD | +15.8% | -25.1% | +40.9% | +22.0% |
| 1Y | +17.1% | -45.8% | +62.9% | +27.0% |
| All | +17.1% | -45.3% | +62.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling