+137.7%
GOOGL vs IWM
+39.0%
+98.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.1% |
| 30D | -4.4% | -2.3% | -2.2% | -2.9% |
| 3M | -6.8% | +4.0% | -10.8% | -9.5% |
| 6M | +13.6% | +17.9% | -4.4% | +0.8% |
| YTD | +8.3% | +20.2% | -11.9% | -5.5% |
| 1Y | +44.9% | +25.0% | +20.0% | +22.7% |
| 3Y | +150.5% | +66.0% | +84.5% | +65.7% |
| 5Y | +137.7% | +40.0% | +97.7% | +72.6% |
| All | +137.7% | +39.0% | +98.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling