+510.1%
IWM vs GNRC
+2,087.1%
-1,577.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -1.3% | -13.8% | +12.6% | +2.8% |
| 3M | +1.6% | -32.6% | +34.3% | +12.4% |
| 6M | +13.6% | -15.2% | +28.7% | +16.4% |
| YTD | +20.8% | +37.4% | -16.6% | +6.6% |
| 1Y | +26.4% | +5.1% | +21.3% | +19.6% |
| 3Y | +60.7% | +57.5% | +3.2% | +30.8% |
| 5Y | +38.2% | -58.7% | +96.9% | +53.5% |
| 10Y | +169.5% | +395.5% | -226.0% | +35.4% |
| All | +510.1% | +2,087.1% | -1,577.1% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling