+786.5%
IWM vs GRMN
+6,655.2%
-5,868.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -2.9% | +2.9% | +1.0% |
| 30D | -1.3% | -8.4% | +7.2% | +1.5% |
| 3M | +1.6% | +15.0% | -13.4% | -3.6% |
| 6M | +13.6% | +11.2% | +2.4% | +8.8% |
| YTD | +20.8% | +37.7% | -16.9% | +7.7% |
| 1Y | +26.4% | +18.5% | +7.9% | +17.9% |
| 3Y | +60.7% | +175.8% | -115.1% | +11.8% |
| 5Y | +38.2% | +75.1% | -36.9% | +10.0% |
| 10Y | +169.5% | +637.0% | -467.6% | +40.9% |
| All | +786.5% | +6,655.2% | -5,868.7% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling