+808.3%
IWM vs D
+761.5%
+46.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -1.3% | -2.6% | +1.3% | -0.2% |
| 3M | +1.6% | 0.0% | +1.6% | +1.4% |
| 6M | +13.6% | +7.4% | +6.2% | +9.4% |
| YTD | +20.8% | +15.9% | +4.9% | +12.4% |
| 1Y | +26.4% | +18.1% | +8.3% | +16.3% |
| 3Y | +60.7% | +58.4% | +2.3% | +26.7% |
| 5Y | +38.2% | +5.2% | +33.0% | +28.9% |
| 10Y | +169.5% | +35.9% | +133.6% | +111.8% |
| All | +808.3% | +761.5% | +46.8% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling