+161.3%
IWM vs ALM
+2,221.4%
-2,060.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.8% | +2.9% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +1.3% | -26.1% | +27.4% | +2.4% |
| 3M | -6.1% | -38.1% | +32.0% | -4.5% |
| 6M | -0.1% | -55.4% | +55.3% | +2.5% |
| YTD | +15.5% | -0.4% | +15.9% | +14.8% |
| 1Y | +18.1% | +25.4% | -7.2% | +16.3% |
| 3Y | +74.6% | +907.8% | -833.1% | +58.7% |
| 5Y | +24.6% | +440.2% | -415.5% | +14.0% |
| 10Y | +161.3% | +2,031.1% | -1,869.9% | +137.1% |
| All | +161.3% | +2,221.4% | -2,060.1% | +137.1% |
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