+107.8%
IWM vs ALC
+21.6%
+86.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +1.4% | -3.7% | +5.1% | +3.1% |
| 30D | -2.3% | -3.7% | +1.5% | -0.7% |
| 3M | +4.0% | +4.6% | -0.6% | +1.3% |
| 6M | +17.9% | -14.6% | +32.5% | +25.4% |
| YTD | +20.2% | -11.9% | +32.1% | +25.5% |
| 1Y | +25.0% | -13.1% | +38.1% | +31.0% |
| 3Y | +66.0% | -15.0% | +81.0% | +71.2% |
| 5Y | +40.0% | -16.2% | +56.2% | +42.5% |
| All | +107.8% | +21.6% | +86.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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