+4.4%
GOOGL vs IWM
+18.7%
-14.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.2% |
| 7D | -11.1% | +1.0% | -12.0% | -11.7% |
| 30D | -16.6% | +0.2% | -16.8% | -16.8% |
| 3M | -23.4% | -5.6% | -17.8% | -20.6% |
| 6M | -24.5% | +2.7% | -27.2% | -26.3% |
| YTD | -7.5% | +16.2% | -23.7% | -17.5% |
| 1Y | +4.4% | +18.9% | -14.6% | -8.9% |
| All | +4.4% | +18.7% | -14.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling