+25.0%
IWM vs ALM
+347.8%
-322.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -1.3% |
| 7D | +1.4% | +8.4% | -7.0% | +0.6% |
| 30D | -2.3% | +34.8% | -37.1% | -5.2% |
| 3M | +4.0% | +16.2% | -12.3% | +1.6% |
| 6M | +17.9% | +2.1% | +15.8% | +15.4% |
| YTD | +20.2% | +117.0% | -96.8% | +11.4% |
| 1Y | +25.0% | +313.9% | -288.9% | +10.3% |
| All | +25.0% | +347.8% | -322.8% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling