+151.9%
IWM vs ALLY
+182.4%
-30.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | -0.3% | -2.8% | +2.4% | +0.8% |
| 30D | +1.9% | +1.9% | 0.0% | +1.0% |
| 3M | -5.7% | -12.1% | +6.4% | -0.7% |
| 6M | -0.3% | -9.0% | +8.7% | +3.2% |
| YTD | +15.8% | -12.9% | +28.7% | +21.4% |
| 1Y | +17.1% | -0.1% | +17.2% | +15.8% |
| 3Y | +73.1% | +64.6% | +8.5% | +35.4% |
| 5Y | +25.9% | -10.1% | +35.9% | +21.1% |
| 10Y | +151.9% | +176.7% | -24.8% | +42.8% |
| All | +151.9% | +182.4% | -30.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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