+40.0%
IWM vs GE
+434.8%
-394.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +1.4% | +1.2% | +0.3% | +0.9% |
| 30D | -2.3% | -9.5% | +7.2% | +1.5% |
| 3M | +4.0% | +4.1% | -0.2% | +1.6% |
| 6M | +17.9% | +3.9% | +14.0% | +14.6% |
| YTD | +20.2% | +9.0% | +11.2% | +13.9% |
| 1Y | +25.0% | +21.9% | +3.0% | +12.3% |
| 3Y | +66.0% | +281.8% | -215.8% | -15.9% |
| 5Y | +40.0% | +436.7% | -396.7% | -44.3% |
| All | +40.0% | +434.8% | -394.8% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling