+741.9%
IWM vs GE
+147.5%
+594.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.2% |
| 7D | -2.0% | +7.1% | -9.1% | -5.0% |
| 30D | -1.5% | +6.5% | -7.9% | -4.4% |
| 3M | -8.0% | -13.6% | +5.6% | -2.4% |
| 6M | -4.1% | +6.0% | -10.1% | -7.6% |
| YTD | +11.9% | +5.4% | +6.5% | +6.9% |
| 1Y | +15.0% | +6.5% | +8.6% | +9.2% |
| 3Y | +64.2% | +268.6% | -204.4% | -13.8% |
| 5Y | +20.4% | +389.0% | -368.7% | -45.6% |
| 10Y | +168.0% | +163.3% | +4.7% | +43.5% |
| All | +741.9% | +147.5% | +594.4% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling