+62.3%
IWM vs SGOV
+14.4%
+48.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -2.4% | 0.0% | -2.5% | -2.3% |
| 30D | -4.6% | +0.3% | -4.9% | -3.8% |
| 3M | -0.3% | +0.9% | -1.2% | +2.3% |
| 6M | +14.7% | +1.8% | +12.9% | +19.5% |
| YTD | +17.8% | +2.5% | +15.3% | +22.8% |
| 1Y | +21.2% | +3.8% | +17.4% | +25.6% |
| 3Y | +62.3% | +14.4% | +48.0% | -13.0% |
| All | +62.3% | +14.4% | +48.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 3y: compounded portfolio wealth divided by compounded SGOV 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…
3y analysis · Full analysis span regression · 6 months rolling