+589.4%
IWM vs ALNY
+4,163.9%
-3,574.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +1.4% | +5.7% | -4.3% | +0.5% |
| 30D | -2.3% | +18.7% | -20.9% | -5.0% |
| 3M | +4.0% | -11.0% | +14.9% | +4.5% |
| 6M | +17.9% | -18.9% | +36.8% | +20.1% |
| YTD | +20.2% | -34.6% | +54.8% | +26.5% |
| 1Y | +25.0% | -42.8% | +67.8% | +34.0% |
| 3Y | +66.0% | +29.1% | +36.9% | +50.9% |
| 5Y | +40.0% | +39.6% | +0.4% | +21.1% |
| 10Y | +166.9% | +253.8% | -86.9% | +74.4% |
| All | +589.4% | +4,163.9% | -3,574.6% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling