+143.5%
IWM vs GS
+452.1%
-308.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.4% | +5.9% | -4.4% | -1.8% |
| 30D | +2.3% | +4.3% | -2.0% | -0.2% |
| 3M | -8.3% | -11.7% | +3.3% | -2.2% |
| 6M | -1.3% | -3.2% | +1.8% | -1.3% |
| YTD | +13.5% | +5.8% | +7.7% | +7.1% |
| 1Y | +18.4% | +16.0% | +2.4% | +5.8% |
| 3Y | +69.6% | +199.8% | -130.1% | -14.7% |
| 5Y | +23.3% | +155.5% | -132.2% | -33.1% |
| All | +143.5% | +452.1% | -308.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling