+39.1%
IWM vs ALC
-16.0%
+55.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +1.6% | +5.9% | -4.3% | -1.2% |
| 6M | +13.6% | -15.9% | +29.5% | +21.2% |
| YTD | +20.8% | -10.1% | +30.9% | +24.7% |
| 1Y | +26.4% | -10.2% | +36.6% | +30.3% |
| 3Y | +60.7% | -13.6% | +74.2% | +64.1% |
| All | +39.1% | -16.0% | +55.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling