+69.6%
IWM vs GE
+267.3%
-197.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +2.7% | -1.2% | +0.5% |
| 30D | +2.3% | +8.1% | -5.8% | -0.4% |
| 3M | -8.3% | -7.9% | -0.5% | -6.1% |
| 6M | -1.3% | +12.9% | -14.2% | -6.1% |
| YTD | +13.5% | +8.2% | +5.3% | +8.6% |
| 1Y | +18.4% | +9.7% | +8.7% | +12.6% |
| 3Y | +69.6% | +266.1% | -196.5% | +0.8% |
| All | +69.6% | +267.3% | -197.7% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling