+16.9%
IWM vs ALM
+21.0%
-4.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.8% | +2.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +1.3% | -26.1% | +27.4% | +4.0% |
| 3M | -6.1% | -38.1% | +32.0% | -2.5% |
| 6M | -0.1% | -55.4% | +55.3% | +5.9% |
| YTD | +15.5% | -0.4% | +15.9% | +16.2% |
| All | +16.9% | +21.0% | -4.1% | +16.3% |
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