+24.6%
IWM vs GRMN
+122.3%
-97.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.4% |
| 7D | +1.2% | +6.4% | -5.2% | -1.2% |
| 30D | +1.3% | +8.7% | -7.5% | -2.1% |
| 3M | -6.1% | -5.8% | -0.3% | -4.2% |
| 6M | -0.1% | +22.5% | -22.6% | -9.0% |
| YTD | +15.5% | +45.6% | -30.1% | -2.8% |
| 1Y | +18.1% | +47.5% | -29.3% | -1.2% |
| 3Y | +74.6% | +166.2% | -91.6% | +1.1% |
| 5Y | +24.6% | +124.1% | -99.5% | -22.4% |
| All | +24.6% | +122.3% | -97.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling