+257.5%
IWM vs ALM
+7,705.7%
-7,448.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | -1.3% | +32.0% | -33.3% | -1.3% |
| 3M | +1.6% | -15.0% | +16.6% | +1.6% |
| 6M | +13.6% | -10.1% | +23.7% | +13.5% |
| YTD | +20.8% | +99.4% | -78.7% | +20.5% |
| 1Y | +26.4% | +316.4% | -289.9% | +25.9% |
| 3Y | +60.7% | +2,022.0% | -1,961.3% | +59.4% |
| 5Y | +38.2% | +941.2% | -903.0% | +37.1% |
| 10Y | +169.5% | +2,950.3% | -2,780.9% | +167.0% |
| All | +257.5% | +7,705.7% | -7,448.3% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling