+62.3%
IWM vs GDDY
+30.8%
+31.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -4.6% | +6.8% | -11.4% | -5.7% |
| 3M | -0.3% | +30.5% | -30.8% | -5.8% |
| 6M | +14.7% | +13.3% | +1.4% | +10.7% |
| YTD | +17.8% | -21.0% | +38.8% | +24.7% |
| 1Y | +21.2% | -34.0% | +55.2% | +35.2% |
| 3Y | +62.3% | +33.1% | +29.3% | +39.0% |
| All | +62.3% | +30.8% | +31.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling