+456.6%
IWM vs ACWI
+356.8%
+99.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | -1.3% | +0.9% | -2.1% | -2.2% |
| 3M | +1.6% | +2.4% | -0.8% | -1.0% |
| 6M | +13.6% | +12.4% | +1.2% | +0.1% |
| YTD | +20.8% | +15.2% | +5.6% | +3.7% |
| 1Y | +26.4% | +22.7% | +3.7% | +1.5% |
| 3Y | +60.7% | +75.8% | -15.1% | -11.6% |
| 5Y | +38.2% | +67.7% | -29.5% | -19.3% |
| 10Y | +169.5% | +229.0% | -59.5% | -20.2% |
| All | +456.6% | +356.8% | +99.8% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling