+44.0%
IWM vs GEV
+748.2%
-704.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | +1.4% | +8.1% | -6.7% | -0.1% |
| 30D | -2.3% | -1.9% | -0.4% | -2.0% |
| 3M | +4.0% | +4.1% | -0.1% | +2.3% |
| 6M | +17.9% | +23.2% | -5.3% | +11.8% |
| YTD | +20.2% | +48.9% | -28.7% | +9.6% |
| 1Y | +25.0% | +62.2% | -37.2% | +11.0% |
| All | +44.0% | +748.2% | -704.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling