+144.3%
IWM vs ALM
+1,942.8%
-1,798.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.4% |
| 7D | +2.8% | -4.0% | +6.8% | +2.9% |
| 30D | +0.6% | -30.5% | +31.1% | +2.1% |
| 3M | -7.8% | -46.9% | +39.1% | -5.6% |
| 6M | -1.0% | -65.5% | +64.5% | +2.6% |
| YTD | +13.9% | -13.4% | +27.3% | +13.8% |
| 1Y | +15.4% | +9.8% | +5.7% | +14.3% |
| 3Y | +70.2% | +783.1% | -712.9% | +55.3% |
| 5Y | +23.7% | +378.3% | -354.6% | +13.6% |
| All | +144.3% | +1,942.8% | -1,798.5% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling