+39.1%
IWM vs ACM
+5.0%
+34.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.1% | -3.7% | +3.8% | +1.9% |
| 30D | -1.3% | -11.1% | +9.9% | +3.8% |
| 3M | +1.6% | -8.0% | +9.6% | +4.5% |
| 6M | +13.6% | -29.7% | +43.2% | +34.4% |
| YTD | +20.8% | -29.4% | +50.1% | +40.9% |
| 1Y | +26.4% | -46.4% | +72.8% | +73.0% |
| 3Y | +60.7% | -22.3% | +83.0% | +70.1% |
| All | +39.1% | +5.0% | +34.2% | +21.6% |
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 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