+167.5%
IWM vs GDDY
+381.9%
-214.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.8% |
| 7D | -2.5% | -7.0% | +4.5% | -0.8% |
| 30D | -4.4% | +6.2% | -10.6% | -6.4% |
| 3M | +2.2% | +20.0% | -17.8% | -4.7% |
| 6M | +14.0% | +6.8% | +7.2% | +9.0% |
| YTD | +17.4% | -22.3% | +39.7% | +22.3% |
| 1Y | +22.9% | -33.5% | +56.5% | +34.2% |
| 3Y | +62.1% | +29.2% | +32.8% | +41.2% |
| 5Y | +38.2% | +28.1% | +10.1% | +19.2% |
| 10Y | +169.0% | +200.2% | -31.3% | +92.5% |
| All | +167.5% | +381.9% | -214.4% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling