+11,830.0%
GOOG vs IWM
+592.9%
+11,237.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.8% |
| 7D | +4.8% | +2.8% | +2.1% | +2.8% |
| 30D | -15.5% | +0.6% | -16.1% | -16.1% |
| 3M | -13.7% | -7.8% | -5.9% | -9.0% |
| 6M | -23.0% | -1.0% | -22.0% | -22.9% |
| YTD | -5.7% | +13.9% | -19.6% | -14.4% |
| 1Y | +3.0% | +15.4% | -12.4% | -7.4% |
| 3Y | +122.4% | +70.2% | +52.2% | +49.1% |
| 5Y | +99.2% | +23.7% | +75.6% | +67.2% |
| 10Y | +690.8% | +147.8% | +543.1% | +297.5% |
| All | +11,830.0% | +592.9% | +11,237.2% | +2,799.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling