+808.3%
IWM vs DAR
+5,389.7%
-4,581.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -1.3% | +12.8% | -14.0% | -2.7% |
| 3M | +1.6% | +7.4% | -5.8% | +0.6% |
| 6M | +13.6% | +22.3% | -8.7% | +10.6% |
| YTD | +20.8% | +81.1% | -60.3% | +12.5% |
| 1Y | +26.4% | +106.5% | -80.1% | +15.7% |
| 3Y | +60.7% | +5.3% | +55.4% | +56.5% |
| 5Y | +38.2% | -11.5% | +49.7% | +36.1% |
| 10Y | +169.5% | +353.3% | -183.9% | +125.9% |
| All | +808.3% | +5,389.7% | -4,581.4% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling