+20.0%
IWM vs GD
+94.5%
-74.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -2.0% | -5.0% | +2.9% | +0.2% |
| 30D | -1.5% | +8.9% | -10.4% | -5.3% |
| 3M | -8.0% | -8.0% | 0.0% | -4.6% |
| 6M | -4.1% | +2.9% | -7.0% | -6.1% |
| YTD | +11.9% | +7.1% | +4.9% | +6.8% |
| 1Y | +15.0% | +5.9% | +9.1% | +10.4% |
| 3Y | +64.2% | +53.9% | +10.3% | +27.9% |
| All | +20.0% | +94.5% | -74.5% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling