+18.9%
IWM vs GNRC
+17.5%
+1.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.5% | +11.0% | +3.0% |
| 7D | +1.0% | -6.0% | +6.9% | +1.8% |
| 30D | +0.2% | -12.0% | +12.3% | +2.0% |
| 3M | -5.6% | -13.4% | +7.8% | -3.8% |
| 6M | +2.7% | -26.4% | +29.1% | +6.9% |
| YTD | +16.2% | +38.8% | -22.7% | +3.9% |
| 1Y | +18.9% | +20.9% | -2.0% | +10.5% |
| All | +18.9% | +17.5% | +1.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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