+161.6%
IWM vs GD
+190.6%
-29.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -2.0% | -5.0% | +2.9% | +0.8% |
| 30D | -1.5% | +8.9% | -10.4% | -6.3% |
| 3M | -8.0% | -8.0% | 0.0% | -3.8% |
| 6M | -4.1% | +2.9% | -7.0% | -6.6% |
| YTD | +11.9% | +7.1% | +4.9% | +5.6% |
| 1Y | +15.0% | +5.9% | +9.1% | +9.2% |
| 3Y | +64.2% | +53.9% | +10.3% | +22.1% |
| 5Y | +20.4% | +95.4% | -75.0% | -24.5% |
| All | +161.6% | +190.6% | -29.0% | +27.0% |
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