+166.9%
IWM vs GLW
+839.7%
-672.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.6% | -8.0% | -3.3% |
| 7D | +1.4% | +14.0% | -12.6% | -3.7% |
| 30D | -2.3% | +0.4% | -2.6% | -3.1% |
| 3M | +4.0% | -11.3% | +15.3% | +3.2% |
| 6M | +17.9% | +35.1% | -17.1% | -6.9% |
| YTD | +20.2% | +90.5% | -70.3% | -22.2% |
| 1Y | +25.0% | +132.0% | -107.1% | -27.6% |
| 3Y | +66.0% | +463.3% | -397.3% | -41.8% |
| 5Y | +40.0% | +382.5% | -342.5% | -47.6% |
| 10Y | +166.9% | +837.6% | -670.8% | -38.3% |
| All | +166.9% | +839.7% | -672.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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