+369.5%
IWM vs ACM
+230.8%
+138.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.8% |
| 30D | -1.3% | -11.1% | +9.9% | +3.3% |
| 3M | +1.6% | -8.0% | +9.6% | +4.2% |
| 6M | +13.6% | -29.7% | +43.2% | +30.8% |
| YTD | +20.8% | -29.4% | +50.1% | +37.8% |
| 1Y | +26.4% | -46.4% | +72.8% | +63.0% |
| 3Y | +60.7% | -22.3% | +83.0% | +73.4% |
| 5Y | +38.2% | +4.5% | +33.7% | +29.6% |
| 10Y | +169.5% | +127.6% | +41.8% | +69.5% |
| All | +369.5% | +230.8% | +138.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling