+21.2%
IWM vs GM
+50.1%
-28.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -4.6% | -1.1% | -3.5% | -4.4% |
| 3M | -0.3% | +6.1% | -6.4% | -1.9% |
| 6M | +14.7% | +15.0% | -0.2% | +10.5% |
| YTD | +17.8% | +6.0% | +11.9% | +14.8% |
| 1Y | +21.2% | +47.1% | -25.9% | +15.0% |
| All | +21.2% | +50.1% | -28.9% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling