+23.8%
IWM vs DAR
-27.0%
+50.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +1.4% | +11.6% | -10.1% | -1.5% |
| 30D | +2.3% | -10.2% | +12.5% | +5.0% |
| 3M | -8.3% | -14.8% | +6.5% | -4.9% |
| 6M | -1.3% | -10.1% | +8.7% | +0.4% |
| YTD | +13.5% | +55.5% | -42.0% | -2.0% |
| 1Y | +18.4% | +61.7% | -43.3% | +0.9% |
| 3Y | +69.6% | +37.2% | +32.5% | +45.1% |
| All | +23.8% | -27.0% | +50.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling