+19.2%
IWM vs ACWI
+55.1%
-35.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -0.1% |
| 7D | -4.6% | -4.0% | -0.6% | +0.2% |
| 30D | -3.7% | -5.8% | +2.1% | +3.4% |
| 3M | -9.4% | -5.0% | -4.3% | -3.7% |
| 6M | -3.6% | +0.7% | -4.3% | -4.6% |
| YTD | +10.8% | +8.4% | +2.4% | +0.4% |
| 1Y | +11.9% | +10.1% | +1.8% | -0.5% |
| 3Y | +60.6% | +70.8% | -10.2% | -14.8% |
| 5Y | +19.2% | +55.4% | -36.2% | -27.3% |
| All | +19.2% | +55.1% | -35.9% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling