+733.6%
IWM vs D
+811.2%
-77.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -4.6% | +6.9% | -11.5% | -7.3% |
| 30D | -3.7% | +12.3% | -16.0% | -8.5% |
| 3M | -9.4% | +3.0% | -12.4% | -10.7% |
| 6M | -3.6% | +12.8% | -16.4% | -9.1% |
| YTD | +10.8% | +22.6% | -11.7% | +0.5% |
| 1Y | +11.9% | +21.7% | -9.8% | +1.6% |
| 3Y | +60.6% | +83.9% | -23.4% | +18.6% |
| 5Y | +19.2% | +14.0% | +5.2% | +7.4% |
| 10Y | +165.3% | +45.6% | +119.8% | +102.0% |
| All | +733.6% | +811.2% | -77.5% | +232.7% |
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