+44.5%
GOOG vs IWM
+27.7%
+16.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -6.9% | -1.3% | -5.6% | -6.2% |
| 3M | -9.1% | +1.6% | -10.8% | -10.2% |
| 6M | +10.6% | +13.6% | -2.9% | +1.2% |
| YTD | +7.0% | +20.8% | -13.8% | -5.7% |
| 1Y | +44.5% | +26.4% | +18.1% | +24.4% |
| All | +44.5% | +27.7% | +16.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1y: compounded portfolio wealth divided by compounded IWM 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…
1y analysis · Full analysis span regression · 6 months rolling