+20.7%
IWM vs ACN
-22.4%
+43.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.5% | +33.5% | -35.0% | -9.5% |
| 3M | -8.0% | +53.5% | -61.5% | -19.8% |
| 6M | -4.1% | +52.2% | -56.3% | -17.6% |
| YTD | +11.9% | -0.1% | +12.0% | +14.0% |
| 1Y | +15.0% | +11.0% | +4.0% | +11.0% |
| 3Y | +64.2% | -11.8% | +76.0% | +71.3% |
| All | +20.7% | -22.4% | +43.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling