+750.0%
IWM vs GRMN
+7,095.1%
-6,345.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | +1.9% | +10.2% | -8.3% | -1.4% |
| 3M | -5.7% | -4.7% | -1.0% | -4.5% |
| 6M | -0.3% | +22.3% | -22.6% | -7.4% |
| YTD | +15.8% | +46.7% | -30.9% | +1.0% |
| 1Y | +17.1% | +49.6% | -32.6% | +1.5% |
| 3Y | +73.1% | +165.3% | -92.2% | +21.8% |
| 5Y | +25.9% | +130.3% | -104.5% | -7.9% |
| 10Y | +151.9% | +658.0% | -506.1% | +30.0% |
| All | +750.0% | +7,095.1% | -6,345.0% | +136.7% |
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 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