+143.5%
IWM vs ALLY
+174.3%
-30.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +2.3% | +5.2% | -3.0% | +0.1% |
| 3M | -8.3% | -13.3% | +5.0% | -2.9% |
| 6M | -1.3% | -6.7% | +5.3% | +1.1% |
| YTD | +13.5% | -12.8% | +26.3% | +18.9% |
| 1Y | +18.4% | +0.7% | +17.7% | +16.7% |
| 3Y | +69.6% | +65.2% | +4.4% | +32.5% |
| 5Y | +23.3% | -10.1% | +33.4% | +18.7% |
| All | +143.5% | +174.3% | -30.7% | +40.0% |
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