+155.4%
IWM vs ALM
+2,040.7%
-1,885.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.4% |
| 7D | +0.3% | -6.3% | +6.6% | +0.5% |
| 30D | +0.6% | -31.4% | +32.0% | +2.1% |
| 3M | -6.2% | -40.6% | +34.4% | -4.5% |
| 6M | -0.8% | -58.6% | +57.9% | +2.1% |
| YTD | +14.8% | -7.6% | +22.4% | +14.4% |
| 1Y | +16.1% | +13.8% | +2.3% | +14.8% |
| 3Y | +71.5% | +842.1% | -770.6% | +56.1% |
| 5Y | +25.8% | +407.4% | -381.6% | +15.2% |
| 10Y | +155.4% | +2,079.4% | -1,924.0% | +131.0% |
| All | +155.4% | +2,040.7% | -1,885.3% | +131.0% |
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