+407.6%
IWM vs GM
+238.5%
+169.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | -1.3% | -1.4% | +0.1% | -0.8% |
| 3M | +1.6% | +5.9% | -4.3% | -1.2% |
| 6M | +13.6% | +12.4% | +1.2% | +7.4% |
| YTD | +20.8% | +8.6% | +12.1% | +15.2% |
| 1Y | +26.4% | +52.6% | -26.2% | +4.0% |
| 3Y | +60.7% | +169.7% | -109.0% | +0.3% |
| 5Y | +38.2% | +87.5% | -49.4% | -3.3% |
| 10Y | +169.5% | +233.0% | -63.5% | +33.3% |
| All | +407.6% | +238.5% | +169.1% | +124.3% |
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