+169.2%
IWM vs GD
+190.3%
-21.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.3% |
| 7D | +0.1% | -5.3% | +5.3% | +3.2% |
| 30D | -1.3% | -6.4% | +5.2% | +2.5% |
| 3M | +1.6% | +5.7% | -4.1% | -2.3% |
| 6M | +13.6% | -0.9% | +14.5% | +13.1% |
| YTD | +20.8% | +8.2% | +12.6% | +13.6% |
| 1Y | +26.4% | +13.4% | +13.0% | +15.4% |
| 3Y | +60.7% | +68.5% | -7.8% | +12.5% |
| 5Y | +38.2% | +97.2% | -59.0% | -13.8% |
| All | +169.2% | +190.3% | -21.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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