+361.7%
IWM vs AMCR
+100.2%
+261.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | -1.3% | -4.1% | +2.8% | +0.1% |
| 3M | +1.6% | +21.7% | -20.1% | -5.2% |
| 6M | +13.6% | +1.5% | +12.1% | +12.1% |
| YTD | +20.8% | +13.1% | +7.6% | +14.4% |
| 1Y | +26.4% | +13.0% | +13.4% | +19.6% |
| 3Y | +60.7% | +6.9% | +53.8% | +53.4% |
| 5Y | +38.2% | -10.5% | +48.6% | +39.4% |
| 10Y | +169.5% | +20.9% | +148.6% | +139.4% |
| All | +361.7% | +100.2% | +261.5% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling