+20.0%
IWM vs GLW
+212.0%
-192.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | -2.0% | -13.9% | +11.9% | +1.6% |
| 30D | -1.5% | -35.0% | +33.5% | +9.4% |
| 3M | -8.0% | -32.4% | +24.3% | -0.1% |
| 6M | -4.1% | -41.3% | +37.2% | +3.3% |
| YTD | +11.9% | +21.8% | -9.9% | -13.8% |
| 1Y | +15.0% | +21.8% | -6.8% | -11.9% |
| 3Y | +64.2% | +307.7% | -243.5% | -35.1% |
| All | +20.0% | +212.0% | -192.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling