+808.3%
IWM vs GE
+157.8%
+650.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | -1.3% | -11.6% | +10.3% | +4.0% |
| 3M | +1.6% | +3.0% | -1.4% | -0.3% |
| 6M | +13.6% | -0.5% | +14.1% | +12.3% |
| YTD | +20.8% | +9.7% | +11.0% | +13.7% |
| 1Y | +26.4% | +20.0% | +6.4% | +13.9% |
| 3Y | +60.7% | +275.8% | -215.2% | -16.2% |
| 5Y | +38.2% | +429.1% | -390.9% | -39.6% |
| 10Y | +169.5% | +151.2% | +18.3% | +48.9% |
| All | +808.3% | +157.8% | +650.5% | +297.1% |
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