+143.5%
IWM vs DAR
+311.7%
-168.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | +1.4% | +11.6% | -10.1% | -2.3% |
| 30D | +2.3% | -10.2% | +12.5% | +5.8% |
| 3M | -8.3% | -14.8% | +6.5% | -3.9% |
| 6M | -1.3% | -10.1% | +8.7% | +0.8% |
| YTD | +13.5% | +55.5% | -42.0% | -5.2% |
| 1Y | +18.4% | +61.7% | -43.3% | -2.7% |
| 3Y | +69.6% | +37.2% | +32.5% | +39.6% |
| 5Y | +23.3% | -26.9% | +50.2% | +24.6% |
| All | +143.5% | +311.7% | -168.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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