+20.0%
IWM vs ACM
-2.7%
+22.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -4.5% |
| 30D | -1.5% | +15.1% | -16.6% | -8.0% |
| 3M | -8.0% | -10.5% | +2.5% | -3.8% |
| 6M | -4.1% | -19.7% | +15.6% | +5.5% |
| YTD | +11.9% | -28.8% | +40.8% | +30.1% |
| 1Y | +15.0% | -47.9% | +62.9% | +61.4% |
| 3Y | +64.2% | -12.4% | +76.6% | +59.5% |
| All | +20.0% | -2.7% | +22.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling