+166.4%
IWM vs GWRE
+131.0%
+35.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -13.2% | +10.8% | +1.2% |
| 30D | -4.6% | -18.6% | +14.0% | -0.6% |
| 3M | -0.3% | +18.9% | -19.2% | -7.9% |
| 6M | +14.7% | -11.0% | +25.7% | +13.2% |
| YTD | +17.8% | -29.9% | +47.7% | +24.5% |
| 1Y | +21.2% | -44.3% | +65.6% | +38.2% |
| 3Y | +62.3% | +51.7% | +10.7% | +21.6% |
| 5Y | +38.7% | +15.4% | +23.3% | +11.7% |
| All | +166.4% | +131.0% | +35.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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