+143.5%
IWM vs GM
+205.9%
-62.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +2.3% | +3.6% | -1.3% | +0.5% |
| 3M | -8.3% | -0.2% | -8.1% | -8.9% |
| 6M | -1.3% | +13.9% | -15.2% | -7.6% |
| YTD | +13.5% | +6.5% | +7.1% | +8.5% |
| 1Y | +18.4% | +20.7% | -2.3% | +7.5% |
| 3Y | +69.6% | +229.5% | -159.9% | -3.0% |
| 5Y | +23.3% | +41.5% | -18.2% | -3.1% |
| All | +143.5% | +205.9% | -62.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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