+15.4%
IWM vs GE
+7.0%
+8.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | -0.7% |
| 7D | +2.8% | +5.1% | -2.4% | +1.4% |
| 30D | +0.6% | +7.6% | -6.9% | -1.2% |
| 3M | -7.8% | -9.3% | +1.5% | -5.6% |
| 6M | -1.0% | +11.5% | -12.5% | -4.6% |
| YTD | +13.9% | +7.9% | +6.0% | +9.8% |
| 1Y | +15.4% | +7.6% | +7.8% | +13.0% |
| All | +15.4% | +7.0% | +8.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling