+18.9%
IWM vs ACN
+10.1%
+8.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.5% |
| 7D | +1.0% | +8.6% | -7.6% | +0.9% |
| 30D | +0.2% | +36.6% | -36.3% | -0.1% |
| 3M | -5.6% | +56.3% | -61.9% | -6.1% |
| 6M | +2.7% | +49.7% | -47.0% | +3.2% |
| YTD | +16.2% | +1.3% | +14.8% | +23.9% |
| 1Y | +18.9% | +11.9% | +7.0% | +23.1% |
| All | +18.9% | +10.1% | +8.9% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling