+23.7%
IWM vs ALB
-63.0%
+86.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | +2.8% | -3.6% | +6.3% | +3.6% |
| 30D | +0.6% | -2.9% | +3.5% | +1.1% |
| 3M | -7.8% | -25.8% | +18.1% | -2.1% |
| 6M | -1.0% | -53.6% | +52.6% | +16.1% |
| YTD | +13.9% | -32.4% | +46.3% | +20.2% |
| 1Y | +15.4% | -13.0% | +28.5% | +14.3% |
| 3Y | +70.2% | -15.0% | +85.2% | +56.0% |
| 5Y | +23.7% | -63.5% | +87.2% | +37.1% |
| All | +23.7% | -63.0% | +86.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling