+143.5%
IWM vs D
+48.0%
+95.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +2.3% | +7.7% | -5.5% | -0.3% |
| 3M | -8.3% | -0.3% | -8.0% | -8.4% |
| 6M | -1.3% | +10.1% | -11.4% | -4.8% |
| YTD | +13.5% | +19.1% | -5.6% | +6.4% |
| 1Y | +18.4% | +15.9% | +2.5% | +11.8% |
| 3Y | +69.6% | +75.0% | -5.4% | +36.1% |
| 5Y | +23.3% | +13.4% | +9.9% | +14.5% |
| All | +143.5% | +48.0% | +95.5% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling