+15.0%
IWM vs ALAB
+4.9%
+10.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.4% |
| 7D | -2.0% | -26.3% | +24.3% | +0.4% |
| 30D | -1.5% | -50.1% | +48.7% | +4.2% |
| 3M | -8.0% | -42.5% | +34.5% | -4.2% |
| 6M | -4.1% | -10.8% | +6.7% | -5.6% |
| YTD | +11.9% | +14.6% | -2.7% | +4.7% |
| 1Y | +15.0% | +17.1% | -2.1% | +6.9% |
| All | +15.0% | +4.9% | +10.1% | +6.9% |
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