+140.7%
GOOG vs IWM
+62.5%
+78.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.3% |
| 7D | -1.6% | -1.1% | -0.4% | -0.9% |
| 30D | -7.7% | -3.1% | -4.5% | -6.0% |
| 3M | -9.3% | +2.2% | -11.5% | -10.5% |
| 6M | +7.4% | +15.1% | -7.6% | -0.9% |
| YTD | +4.9% | +18.6% | -13.7% | -5.1% |
| 1Y | +37.2% | +24.0% | +13.2% | +21.0% |
| All | +140.7% | +62.5% | +78.1% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling