+143.5%
IWM vs GRMN
+628.7%
-485.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +2.3% | +1.2% | +1.1% | +1.5% |
| 3M | -8.3% | -8.9% | +0.6% | -4.8% |
| 6M | -1.3% | +23.0% | -24.3% | -12.1% |
| YTD | +13.5% | +41.2% | -27.7% | -6.3% |
| 1Y | +18.4% | +47.5% | -29.1% | -4.3% |
| 3Y | +69.6% | +155.8% | -86.1% | -4.7% |
| 5Y | +23.3% | +120.2% | -96.9% | -26.1% |
| All | +143.5% | +628.7% | -485.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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