+64.2%
IWM vs ACM
-12.3%
+76.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -3.9% |
| 30D | -1.5% | +15.1% | -16.6% | -6.5% |
| 3M | -8.0% | -10.5% | +2.5% | -4.4% |
| 6M | -4.1% | -19.7% | +15.6% | +4.2% |
| YTD | +11.9% | -28.8% | +40.8% | +27.4% |
| 1Y | +15.0% | -47.9% | +62.9% | +55.8% |
| 3Y | +64.2% | -12.4% | +76.6% | +52.6% |
| All | +64.2% | -12.3% | +76.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling