+773.8%
IWM vs GD
+2,096.1%
-1,322.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.9% |
| 7D | +1.0% | +3.0% | -2.0% | -0.7% |
| 30D | +0.2% | +10.5% | -10.3% | -5.1% |
| 3M | -5.6% | -5.0% | -0.7% | -3.4% |
| 6M | +2.7% | +5.5% | -2.8% | -1.0% |
| YTD | +16.2% | +10.3% | +5.8% | +8.5% |
| 1Y | +18.9% | +8.2% | +10.8% | +12.3% |
| 3Y | +68.3% | +59.0% | +9.3% | +27.6% |
| 5Y | +26.7% | +104.3% | -77.6% | -17.0% |
| 10Y | +178.1% | +202.4% | -24.3% | +44.8% |
| All | +773.8% | +2,096.1% | -1,322.3% | +125.2% |
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