+161.6%
IWM vs ALB
+33.3%
+128.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -2.0% | +9.1% | -11.1% | -4.3% |
| 30D | -1.5% | -3.4% | +2.0% | -0.7% |
| 3M | -8.0% | -20.6% | +12.6% | -2.9% |
| 6M | -4.1% | -48.2% | +44.1% | +12.5% |
| YTD | +11.9% | -29.2% | +41.2% | +18.1% |
| 1Y | +15.0% | +10.0% | +5.0% | +6.6% |
| 3Y | +64.2% | -12.9% | +77.1% | +48.2% |
| 5Y | +20.4% | -61.3% | +81.7% | +33.3% |
| All | +161.6% | +33.3% | +128.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling