+93.5%
IWM vs ALC
+31.8%
+61.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | -2.0% | +4.9% | -6.9% | -4.2% |
| 30D | -1.5% | +19.0% | -20.4% | -9.1% |
| 3M | -8.0% | +7.8% | -15.8% | -11.5% |
| 6M | -4.1% | +14.6% | -18.7% | -10.8% |
| YTD | +11.9% | -4.4% | +16.4% | +12.3% |
| 1Y | +15.0% | +1.4% | +13.6% | +12.0% |
| 3Y | +64.2% | +2.5% | +61.7% | +54.1% |
| 5Y | +20.4% | -10.9% | +31.3% | +19.2% |
| All | +93.5% | +31.8% | +61.7% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling