+746.7%
GOOGL vs IWM
+165.3%
+581.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.3% |
| 7D | -1.9% | -1.1% | -0.7% | -1.0% |
| 30D | -7.5% | -3.1% | -4.3% | -5.4% |
| 3M | -9.2% | +2.2% | -11.4% | -10.7% |
| 6M | +8.1% | +15.1% | -7.0% | -2.2% |
| YTD | +5.8% | +18.6% | -12.7% | -6.6% |
| 1Y | +38.3% | +24.0% | +14.4% | +18.1% |
| 3Y | +144.8% | +63.7% | +81.0% | +67.0% |
| 5Y | +132.5% | +38.2% | +94.3% | +78.4% |
| 10Y | +746.7% | +171.7% | +575.0% | +318.6% |
| All | +746.7% | +165.3% | +581.4% | +318.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling