+11,349.2%
GOOGL vs IWM
+581.0%
+10,768.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | +1.8% | -2.0% | +3.8% | +3.2% |
| 30D | -18.8% | -1.5% | -17.3% | -18.1% |
| 3M | -20.3% | -8.0% | -12.3% | -15.8% |
| 6M | -28.4% | -4.1% | -24.3% | -26.6% |
| YTD | -8.8% | +11.9% | -20.8% | -16.2% |
| 1Y | +0.3% | +15.0% | -14.7% | -9.6% |
| 3Y | +120.7% | +64.2% | +56.5% | +51.8% |
| 5Y | +93.1% | +20.4% | +72.7% | +65.1% |
| 10Y | +636.1% | +168.0% | +468.1% | +250.5% |
| All | +11,349.2% | +581.0% | +10,768.2% | +2,717.9% |
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