+741.9%
IWM vs GLW
+183.2%
+558.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | -2.0% | -13.9% | +11.9% | +1.7% |
| 30D | -1.5% | -35.0% | +33.5% | +9.9% |
| 3M | -8.0% | -32.4% | +24.3% | +0.3% |
| 6M | -4.1% | -41.3% | +37.2% | +4.8% |
| YTD | +11.9% | +21.8% | -9.9% | -2.6% |
| 1Y | +15.0% | +21.8% | -6.8% | -0.2% |
| 3Y | +64.2% | +307.7% | -243.5% | +0.2% |
| 5Y | +20.4% | +213.7% | -193.3% | -21.2% |
| 10Y | +168.0% | +509.3% | -341.3% | +46.0% |
| All | +741.9% | +183.2% | +558.7% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling