+155.4%
IWM vs GRMN
+655.8%
-500.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +0.3% | +6.3% | -6.1% | -2.5% |
| 30D | +0.6% | +7.6% | -7.0% | -3.0% |
| 3M | -6.2% | -7.5% | +1.2% | -3.3% |
| 6M | -0.8% | +21.2% | -22.0% | -10.9% |
| YTD | +14.8% | +44.0% | -29.3% | -6.0% |
| 1Y | +16.1% | +44.7% | -28.6% | -5.2% |
| 3Y | +71.5% | +160.5% | -89.0% | -4.4% |
| 5Y | +25.8% | +124.6% | -98.9% | -25.3% |
| 10Y | +155.4% | +651.6% | -496.2% | -13.7% |
| All | +155.4% | +655.8% | -500.3% | -13.7% |
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