+808.3%
IWM vs ALB
+1,537.9%
-729.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.8% |
| 7D | +0.1% | -8.1% | +8.2% | +3.0% |
| 30D | -1.3% | +6.3% | -7.5% | -3.8% |
| 3M | +1.6% | -23.6% | +25.2% | +10.4% |
| 6M | +13.6% | -24.6% | +38.2% | +21.9% |
| YTD | +20.8% | -10.3% | +31.0% | +19.8% |
| 1Y | +26.4% | +61.5% | -35.0% | -1.5% |
| 3Y | +60.7% | -34.0% | +94.7% | +57.0% |
| 5Y | +38.2% | -44.6% | +82.8% | +34.1% |
| 10Y | +169.5% | +76.1% | +93.4% | +37.4% |
| All | +808.3% | +1,537.9% | -729.6% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling