+66.4%
IWM vs ACN
-39.1%
+105.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | -1.3% | +9.4% | -10.6% | -2.9% |
| 3M | +1.6% | +5.6% | -4.0% | +0.8% |
| 6M | +13.6% | -9.3% | +22.8% | +16.9% |
| YTD | +20.8% | -29.0% | +49.7% | +34.1% |
| 1Y | +26.4% | -24.7% | +51.1% | +36.9% |
| All | +66.4% | -39.1% | +105.5% | +83.2% |
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