+733.6%
IWM vs GD
+2,044.8%
-1,311.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.4% |
| 7D | -4.6% | -3.9% | -0.7% | -2.6% |
| 30D | -3.7% | +8.1% | -11.8% | -7.7% |
| 3M | -9.4% | -6.8% | -2.6% | -6.3% |
| 6M | -3.6% | +3.0% | -6.6% | -5.9% |
| YTD | +10.8% | +7.8% | +3.1% | +4.9% |
| 1Y | +11.9% | +5.8% | +6.1% | +6.9% |
| 3Y | +60.6% | +55.3% | +5.2% | +23.3% |
| 5Y | +19.2% | +96.7% | -77.5% | -20.3% |
| 10Y | +165.3% | +195.4% | -30.0% | +39.9% |
| All | +733.6% | +2,044.8% | -1,311.2% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling