+165.3%
IWM vs AMCR
+16.5%
+148.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -5.0% | +2.4% | -0.4% |
| 30D | -4.4% | -8.0% | +3.6% | -1.0% |
| 3M | +2.2% | +14.3% | -12.0% | -4.1% |
| 6M | +14.0% | +5.3% | +8.7% | +10.2% |
| YTD | +17.4% | +7.7% | +9.6% | +11.4% |
| 1Y | +22.9% | +10.8% | +12.1% | +14.8% |
| 3Y | +62.1% | +9.6% | +52.5% | +49.4% |
| 5Y | +38.2% | -10.2% | +48.3% | +39.0% |
| All | +165.3% | +16.5% | +148.8% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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