+143.5%
IWM vs DD
+97.1%
+46.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | +5.0% | -3.5% | -0.9% |
| 30D | +2.3% | +19.7% | -17.4% | -6.4% |
| 3M | -8.3% | +7.2% | -15.5% | -11.7% |
| 6M | -1.3% | +1.0% | -2.4% | -2.5% |
| YTD | +13.5% | +29.1% | -15.6% | -1.2% |
| 1Y | +18.4% | +28.5% | -10.1% | +3.2% |
| 3Y | +69.6% | +89.4% | -19.8% | +18.6% |
| 5Y | +23.3% | +67.1% | -43.9% | -10.0% |
| All | +143.5% | +97.1% | +46.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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