+63.3%
IWM vs GM
+160.9%
-97.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | -3.1% | -4.6% | +1.5% | -1.8% |
| 3M | +2.2% | +0.2% | +2.0% | +1.8% |
| 6M | +15.1% | +12.6% | +2.5% | +10.1% |
| YTD | +18.6% | +3.7% | +14.9% | +16.0% |
| 1Y | +24.0% | +45.6% | -21.6% | +8.3% |
| All | +63.3% | +160.9% | -97.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling