+15.0%
IWM vs D
+19.8%
-4.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -2.0% | +3.0% | -5.0% | -2.1% |
| 30D | -1.5% | +11.5% | -12.9% | -1.8% |
| 3M | -8.0% | +3.7% | -11.7% | -8.1% |
| 6M | -4.1% | +13.5% | -17.6% | -4.5% |
| YTD | +11.9% | +20.7% | -8.8% | +11.7% |
| 1Y | +15.0% | +18.2% | -3.2% | +15.2% |
| All | +15.0% | +19.8% | -4.8% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling