+23.8%
IWM vs ALM
+410.2%
-386.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.1% | -0.8% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +2.3% | -19.3% | +21.6% | +3.5% |
| 3M | -8.3% | -40.6% | +32.3% | -5.9% |
| 6M | -1.3% | -57.9% | +56.6% | +2.7% |
| YTD | +13.5% | -6.7% | +20.2% | +13.0% |
| 1Y | +18.4% | +20.2% | -1.8% | +16.2% |
| 3Y | +69.6% | +879.4% | -809.8% | +47.0% |
| All | +23.8% | +410.2% | -386.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling