+66.0%
IWM vs GRMN
+182.7%
-116.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -2.3% | -11.3% | +9.0% | +1.0% |
| 3M | +4.0% | +17.7% | -13.8% | -1.5% |
| 6M | +17.9% | +14.2% | +3.8% | +12.6% |
| YTD | +20.2% | +37.0% | -16.8% | +8.3% |
| 1Y | +25.0% | +17.0% | +8.0% | +17.6% |
| 3Y | +66.0% | +183.2% | -117.2% | +22.1% |
| All | +66.0% | +182.7% | -116.7% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling