+123.1%
GOOG vs IWM
+71.1%
+52.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.5% |
| 7D | +4.8% | +2.8% | +2.1% | +3.2% |
| 30D | -15.5% | +0.6% | -16.1% | -15.9% |
| 3M | -13.7% | -7.8% | -5.9% | -9.9% |
| 6M | -23.0% | -1.0% | -22.0% | -22.8% |
| YTD | -5.7% | +13.9% | -19.6% | -12.7% |
| 1Y | +3.0% | +15.4% | -12.4% | -5.3% |
| All | +123.1% | +71.1% | +52.0% | +84.1% |
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