+69.2%
IWM vs ACN
-12.9%
+82.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.2% |
| 30D | -1.5% | +33.5% | -35.0% | -5.5% |
| 3M | -8.0% | +53.5% | -61.5% | -14.1% |
| 6M | -4.1% | +52.2% | -56.3% | -10.7% |
| YTD | +11.9% | -0.1% | +12.0% | +17.7% |
| 1Y | +15.0% | +11.0% | +4.0% | +16.1% |
| All | +69.2% | -12.9% | +82.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling