+161.6%
IWM vs ACWI
+219.0%
-57.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -2.4% | +0.3% | +0.8% |
| 30D | -1.5% | -5.2% | +3.7% | +4.9% |
| 3M | -8.0% | -4.8% | -3.2% | -2.5% |
| 6M | -4.1% | -1.3% | -2.8% | -2.7% |
| YTD | +11.9% | +8.4% | +3.5% | +1.7% |
| 1Y | +15.0% | +11.0% | +4.0% | +1.6% |
| 3Y | +64.2% | +70.6% | -6.4% | -11.6% |
| 5Y | +20.4% | +55.3% | -34.9% | -27.1% |
| All | +161.6% | +219.0% | -57.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling