+11,715.7%
GOOG vs IWM
+590.6%
+11,125.1%
-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% | -0.6% | -0.7% |
| 7D | +3.0% | +1.4% | +1.6% | +2.0% |
| 30D | -14.9% | +2.3% | -17.2% | -16.4% |
| 3M | -14.9% | -8.3% | -6.6% | -9.9% |
| 6M | -26.6% | -1.3% | -25.3% | -26.3% |
| YTD | -6.6% | +13.5% | -20.1% | -15.0% |
| 1Y | +5.1% | +18.4% | -13.3% | -7.2% |
| 3Y | +121.0% | +69.6% | +51.3% | +48.5% |
| 5Y | +97.3% | +23.3% | +74.1% | +65.9% |
| 10Y | +683.2% | +147.0% | +536.3% | +294.5% |
| All | +11,715.7% | +590.6% | +11,125.1% | +2,778.4% |
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 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