+13,444.1%
GOOG vs IWM
+634.7%
+12,809.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.8% | -1.3% | -5.6% | -6.1% |
| 3M | -9.1% | +1.6% | -10.7% | -10.3% |
| 6M | +10.7% | +13.6% | -2.8% | +1.3% |
| YTD | +7.1% | +20.8% | -13.7% | -6.4% |
| 1Y | +44.6% | +26.4% | +18.2% | +22.2% |
| 3Y | +147.4% | +60.7% | +86.7% | +73.2% |
| 5Y | +133.8% | +38.2% | +95.6% | +81.8% |
| 10Y | +777.5% | +169.5% | +608.0% | +316.4% |
| All | +13,444.1% | +634.7% | +12,809.5% | +3,069.1% |
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 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