+143.5%
IWM vs GD
+165.7%
-22.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +2.7% | -1.2% | -0.1% |
| 30D | +2.3% | +8.6% | -6.3% | -2.6% |
| 3M | -8.3% | -7.1% | -1.3% | -4.7% |
| 6M | -1.3% | +7.5% | -8.8% | -6.2% |
| YTD | +13.5% | +9.9% | +3.6% | +5.5% |
| 1Y | +18.4% | +7.6% | +10.9% | +11.5% |
| 3Y | +69.6% | +56.2% | +13.4% | +25.2% |
| 5Y | +23.3% | +100.6% | -77.4% | -23.8% |
| All | +143.5% | +165.7% | -22.2% | +28.0% |
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