+377.2%
IWM vs GM
+231.7%
+145.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 6M | -1.3% | +13.9% | -15.2% | -7.7% |
| YTD | +13.5% | +6.5% | +7.1% | +8.4% |
| 1Y | +18.4% | +20.7% | -2.3% | +7.4% |
| 3Y | +69.6% | +229.5% | -159.9% | -3.2% |
| 5Y | +23.3% | +41.5% | -18.2% | -3.2% |
| 10Y | +147.0% | +204.8% | -57.8% | +26.1% |
| All | +377.2% | +231.7% | +145.5% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling