+166.9%
IWM vs ALM
+3,219.4%
-3,052.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.8% |
| 7D | +1.4% | +8.4% | -7.0% | +1.1% |
| 30D | -2.3% | +34.8% | -37.1% | -3.5% |
| 3M | +4.0% | +16.2% | -12.3% | +3.0% |
| 6M | +17.9% | +2.1% | +15.8% | +16.9% |
| YTD | +20.2% | +117.0% | -96.8% | +16.0% |
| 1Y | +25.0% | +313.9% | -288.9% | +17.8% |
| 3Y | +66.0% | +2,327.9% | -2,262.0% | +45.6% |
| 5Y | +40.0% | +1,040.6% | -1,000.6% | +24.5% |
| 10Y | +166.9% | +3,219.4% | -3,052.6% | +133.9% |
| All | +166.9% | +3,219.4% | -3,052.6% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling