+18.9%
IWM vs ALAB
+23.1%
-4.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.9% |
| 7D | +1.0% | -24.9% | +25.8% | +3.4% |
| 30D | +0.2% | -38.4% | +38.6% | +4.2% |
| 3M | -5.6% | -38.3% | +32.6% | -2.3% |
| 6M | +2.7% | +10.9% | -8.2% | -0.9% |
| YTD | +16.2% | +34.2% | -18.0% | +7.1% |
| 1Y | +18.9% | +24.5% | -5.6% | +10.4% |
| All | +18.9% | +23.1% | -4.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling