+17.1%
IWM vs ALAB
+35.8%
-18.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.3% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | +1.9% | -28.8% | +30.6% | +4.3% |
| 3M | -5.7% | -26.0% | +20.3% | -4.2% |
| 6M | -0.3% | +11.4% | -11.7% | -3.9% |
| YTD | +15.8% | +38.8% | -23.0% | +6.3% |
| 1Y | +17.1% | +37.8% | -20.7% | +7.1% |
| All | +17.1% | +35.8% | -18.7% | +7.1% |
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