+741.9%
IWM vs GEN
+966.7%
-224.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.7% |
| 7D | -2.0% | +2.3% | -4.3% | -2.6% |
| 30D | -1.5% | +33.1% | -34.5% | -9.0% |
| 3M | -8.0% | +6.5% | -14.5% | -10.6% |
| 6M | -4.1% | +53.8% | -57.9% | -16.3% |
| YTD | +11.9% | +11.2% | +0.7% | +6.1% |
| 1Y | +15.0% | +19.4% | -4.4% | +6.9% |
| 3Y | +64.2% | +81.0% | -16.8% | +34.9% |
| 5Y | +20.4% | +33.4% | -13.1% | +5.3% |
| 10Y | +168.0% | +164.3% | +3.7% | +81.5% |
| All | +741.9% | +966.7% | -224.7% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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