+808.3%
IWM vs D
+761.5%
+46.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | -1.3% | -3.6% | +2.3% | +0.2% |
| 3M | +1.6% | -1.0% | +2.6% | +1.8% |
| 6M | +13.6% | +6.3% | +7.3% | +9.9% |
| YTD | +20.8% | +14.7% | +6.0% | +12.8% |
| 1Y | +26.4% | +16.9% | +9.5% | +16.8% |
| 3Y | +60.7% | +56.8% | +3.9% | +27.2% |
| 5Y | +38.2% | +5.2% | +33.0% | +28.9% |
| 10Y | +169.5% | +35.9% | +133.6% | +111.7% |
| All | +808.3% | +761.5% | +46.8% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling