+166.4%
IWM vs GNRC
+448.8%
-282.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.6% | -15.7% | +11.2% | +0.2% |
| 3M | -0.3% | -27.3% | +27.0% | +8.4% |
| 6M | +14.7% | -12.1% | +26.8% | +16.4% |
| YTD | +17.8% | +37.1% | -19.3% | +3.1% |
| 1Y | +21.2% | -0.5% | +21.7% | +16.1% |
| 3Y | +62.3% | +61.5% | +0.8% | +28.8% |
| 5Y | +38.7% | -58.6% | +97.3% | +60.1% |
| All | +166.4% | +448.8% | -282.5% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling