+161.6%
IWM vs D
+42.6%
+119.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -2.0% | +3.0% | -5.0% | -3.0% |
| 30D | -1.5% | +11.5% | -12.9% | -4.9% |
| 3M | -8.0% | +3.7% | -11.7% | -9.2% |
| 6M | -4.1% | +13.5% | -17.6% | -8.4% |
| YTD | +11.9% | +20.7% | -8.8% | +4.5% |
| 1Y | +15.0% | +18.2% | -3.2% | +8.0% |
| 3Y | +64.2% | +73.3% | -9.1% | +32.7% |
| 5Y | +20.4% | +12.3% | +8.1% | +12.4% |
| All | +161.6% | +42.6% | +119.0% | +141.1% |
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