+20.0%
IWM vs DAR
-41.1%
+61.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -2.0% | -9.9% | +7.9% | +0.6% |
| 30D | -1.5% | -16.4% | +14.9% | +3.0% |
| 3M | -8.0% | -17.1% | +9.1% | -4.1% |
| 6M | -4.1% | -20.5% | +16.4% | +0.8% |
| YTD | +11.9% | +39.4% | -27.5% | -0.5% |
| 1Y | +15.0% | +57.2% | -42.2% | -1.5% |
| 3Y | +64.2% | +13.9% | +50.3% | +48.5% |
| All | +20.0% | -41.1% | +61.1% | +34.3% |
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