+166.4%
IWM vs ALNY
+260.0%
-93.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.4% | -6.5% | +4.1% | -1.6% |
| 30D | -4.6% | +11.0% | -15.6% | -5.9% |
| 3M | -0.3% | -14.1% | +13.8% | +0.6% |
| 6M | +14.7% | -22.4% | +37.1% | +17.1% |
| YTD | +17.8% | -37.5% | +55.3% | +23.6% |
| 1Y | +21.2% | -46.9% | +68.1% | +29.7% |
| 3Y | +62.3% | +22.1% | +40.3% | +51.4% |
| 5Y | +38.7% | +31.2% | +7.5% | +24.6% |
| All | +166.4% | +260.0% | -93.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling