+39.1%
IWM vs DAR
-11.0%
+50.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -1.3% | +12.8% | -14.0% | -4.8% |
| 3M | +1.6% | +7.4% | -5.8% | -1.0% |
| 6M | +13.6% | +22.3% | -8.7% | +6.2% |
| YTD | +20.8% | +81.1% | -60.3% | +0.5% |
| 1Y | +26.4% | +106.5% | -80.1% | +0.5% |
| 3Y | +60.7% | +5.3% | +55.4% | +52.6% |
| All | +39.1% | -11.0% | +50.1% | +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