+61.7%
IWM vs ALNY
+22.8%
+38.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | -2.5% | -6.4% | +3.9% | -1.9% |
| 30D | -4.4% | +11.9% | -16.3% | -5.5% |
| 3M | +2.2% | -15.0% | +17.3% | +3.0% |
| 6M | +14.0% | -23.2% | +37.3% | +16.1% |
| YTD | +17.4% | -37.8% | +55.1% | +22.0% |
| 1Y | +22.9% | -47.3% | +70.2% | +30.0% |
| All | +61.7% | +22.8% | +38.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling