+151.9%
IWM vs D
+47.5%
+104.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +1.9% | +9.0% | -7.1% | -1.0% |
| 3M | -5.7% | +1.0% | -6.7% | -6.1% |
| 6M | -0.3% | +11.0% | -11.3% | -4.1% |
| YTD | +15.8% | +19.8% | -4.0% | +8.3% |
| 1Y | +17.1% | +16.0% | +1.1% | +10.6% |
| 3Y | +73.1% | +74.4% | -1.3% | +39.1% |
| 5Y | +25.9% | +13.5% | +12.3% | +16.9% |
| 10Y | +151.9% | +48.4% | +103.6% | +131.0% |
| All | +151.9% | +47.5% | +104.4% | +131.0% |
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