+40.6%
IWM vs GEV
+706.8%
-666.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.5% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | -4.4% | -8.7% | +4.3% | -2.8% |
| 3M | +2.2% | +6.6% | -4.4% | +0.1% |
| 6M | +14.0% | +10.2% | +3.8% | +10.4% |
| YTD | +17.4% | +41.6% | -24.3% | +8.0% |
| 1Y | +22.9% | +43.9% | -20.9% | +11.9% |
| All | +40.6% | +706.8% | -666.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 10y: compounded portfolio wealth divided by compounded GEV 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…
10y analysis · Full analysis span regression · 6 months rolling