+166.4%
IWM vs GM
+240.0%
-73.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | -0.3% | +6.1% | -6.4% | -3.1% |
| 6M | +14.7% | +15.0% | -0.2% | +7.6% |
| YTD | +17.8% | +6.0% | +11.9% | +13.6% |
| 1Y | +21.2% | +47.1% | -25.9% | +1.5% |
| 3Y | +62.3% | +170.5% | -108.2% | +1.6% |
| 5Y | +38.7% | +80.5% | -41.8% | -1.2% |
| All | +166.4% | +240.0% | -73.7% | +33.1% |
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