+40.7%
IWM vs GRMN
+77.6%
-36.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -2.9% | +2.9% | +1.2% |
| 30D | -1.3% | -8.4% | +7.2% | +2.0% |
| 3M | +1.6% | +15.0% | -13.4% | -4.7% |
| 6M | +13.6% | +11.2% | +2.4% | +7.7% |
| YTD | +20.8% | +37.7% | -16.9% | +4.5% |
| 1Y | +26.4% | +18.5% | +7.9% | +15.8% |
| 3Y | +60.7% | +175.8% | -115.1% | -7.1% |
| All | +40.7% | +77.6% | -36.9% | -12.1% |
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 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