+36.8%
IWM vs ALAB
+262.8%
-226.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.4% |
| 7D | -2.0% | -26.3% | +24.3% | +0.5% |
| 30D | -1.5% | -50.1% | +48.7% | +4.5% |
| 3M | -8.0% | -42.5% | +34.5% | -4.1% |
| 6M | -4.1% | -10.8% | +6.7% | -5.5% |
| YTD | +11.9% | +14.6% | -2.7% | +6.0% |
| 1Y | +15.0% | +17.1% | -2.1% | +8.2% |
| All | +36.8% | +262.8% | -226.1% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling