+21.2%
IWM vs GEV
+47.9%
-26.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.2% |
| 7D | -2.4% | +1.6% | -4.0% | -2.7% |
| 30D | -4.6% | -7.9% | +3.4% | -3.3% |
| 3M | -0.3% | +5.6% | -5.9% | -2.2% |
| 6M | +14.7% | +13.1% | +1.7% | +10.7% |
| YTD | +17.8% | +46.7% | -28.9% | +9.4% |
| 1Y | +21.2% | +51.3% | -30.1% | +11.2% |
| All | +21.2% | +47.9% | -26.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling