+11,697.7%
GOOGL vs IWM
+604.4%
+11,093.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -16.8% | +1.9% | -18.7% | -18.0% |
| 3M | -14.6% | -5.7% | -8.9% | -11.3% |
| 6M | -24.4% | -0.3% | -24.1% | -24.6% |
| YTD | -6.1% | +15.8% | -21.8% | -15.7% |
| 1Y | +1.0% | +17.1% | -16.1% | -10.1% |
| 3Y | +123.4% | +73.1% | +50.4% | +48.1% |
| 5Y | +103.2% | +25.9% | +77.4% | +68.5% |
| 10Y | +667.7% | +151.9% | +515.8% | +281.7% |
| All | +11,697.7% | +604.4% | +11,093.3% | +2,735.9% |
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 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