+166.4%
IWM vs GDDY
+207.2%
-40.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -4.6% | +6.8% | -11.4% | -7.1% |
| 3M | -0.3% | +30.5% | -30.8% | -10.5% |
| 6M | +14.7% | +13.3% | +1.4% | +6.7% |
| YTD | +17.8% | -21.0% | +38.8% | +23.2% |
| 1Y | +21.2% | -34.0% | +55.2% | +35.1% |
| 3Y | +62.3% | +33.1% | +29.3% | +34.8% |
| 5Y | +38.7% | +30.3% | +8.4% | +13.9% |
| All | +166.4% | +207.2% | -40.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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