+166.9%
IWM vs DAR
+367.0%
-200.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -2.3% | +13.0% | -15.2% | -6.7% |
| 3M | +4.0% | +15.0% | -11.0% | -1.8% |
| 6M | +17.9% | +26.8% | -8.9% | +7.0% |
| YTD | +20.2% | +86.4% | -66.2% | -5.2% |
| 1Y | +25.0% | +115.1% | -90.1% | -7.3% |
| 3Y | +66.0% | +14.6% | +51.4% | +48.4% |
| 5Y | +40.0% | -8.8% | +48.8% | +30.8% |
| 10Y | +166.9% | +356.5% | -189.7% | +20.5% |
| All | +166.9% | +367.0% | -200.2% | +20.5% |
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