+577.6%
IWM vs SGI
+1,905.4%
-1,327.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.4% | +2.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.4% |
| 30D | -1.5% | +3.9% | -5.4% | -2.6% |
| 3M | -8.0% | -0.8% | -7.2% | -8.2% |
| 6M | -4.1% | -18.0% | +13.9% | -0.1% |
| YTD | +11.9% | -27.6% | +39.5% | +19.7% |
| 1Y | +15.0% | -27.2% | +42.3% | +22.8% |
| 3Y | +64.2% | +76.0% | -11.8% | +38.9% |
| 5Y | +20.4% | +50.0% | -29.6% | +2.9% |
| 10Y | +168.0% | +399.1% | -231.1% | +55.4% |
| All | +577.6% | +1,905.4% | -1,327.9% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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