+231.3%
IWM vs ALM
+3,507.4%
-3,276.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.0% |
| 7D | -2.0% | -6.7% | +4.6% | -2.0% |
| 30D | -1.5% | -32.9% | +31.4% | -1.3% |
| 3M | -8.0% | -39.5% | +31.5% | -7.9% |
| 6M | -4.1% | -62.0% | +57.9% | -3.9% |
| YTD | +11.9% | -7.8% | +19.8% | +11.9% |
| 1Y | +15.0% | +26.7% | -11.7% | +14.9% |
| 3Y | +64.2% | +825.4% | -761.2% | +63.3% |
| 5Y | +20.4% | +401.2% | -380.8% | +19.7% |
| 10Y | +168.0% | +2,074.0% | -1,906.1% | +166.1% |
| All | +231.3% | +3,507.4% | -3,276.1% | +228.5% |
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