+335.2%
IWM vs ACM
+233.3%
+101.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -4.3% |
| 30D | -1.5% | +15.1% | -16.6% | -7.6% |
| 3M | -8.0% | -10.5% | +2.5% | -4.4% |
| 6M | -4.1% | -19.7% | +15.6% | +3.8% |
| YTD | +11.9% | -28.8% | +40.8% | +26.9% |
| 1Y | +15.0% | -47.9% | +62.9% | +49.9% |
| 3Y | +64.2% | -12.4% | +76.6% | +67.3% |
| 5Y | +20.4% | +0.6% | +19.8% | +14.8% |
| 10Y | +168.0% | +161.3% | +6.7% | +58.6% |
| All | +335.2% | +233.3% | +101.9% | +104.3% |
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