+507.3%
IWM vs GNRC
+2,120.5%
-1,613.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +1.4% | +4.8% | -3.4% | 0.0% |
| 30D | -2.3% | -10.4% | +8.1% | +0.6% |
| 3M | +4.0% | -28.5% | +32.4% | +13.0% |
| 6M | +17.9% | -6.8% | +24.7% | +17.7% |
| YTD | +20.2% | +39.5% | -19.3% | +5.7% |
| 1Y | +25.0% | +3.4% | +21.6% | +18.9% |
| 3Y | +66.0% | +65.1% | +0.8% | +33.3% |
| 5Y | +40.0% | -57.1% | +97.1% | +53.7% |
| 10Y | +166.9% | +432.5% | -265.6% | +31.6% |
| All | +507.3% | +2,120.5% | -1,613.2% | +78.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling