+23.8%
IWM vs AMCR
-9.1%
+32.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | +2.3% | +3.6% | -1.3% | +0.5% |
| 3M | -8.3% | -4.2% | -4.1% | -6.9% |
| 6M | -1.3% | +15.5% | -16.8% | -8.4% |
| YTD | +13.5% | +9.7% | +3.8% | +6.2% |
| 1Y | +18.4% | +8.3% | +10.1% | +11.4% |
| 3Y | +69.6% | +15.4% | +54.3% | +48.8% |
| All | +23.8% | -9.1% | +32.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling