+155.4%
IWM vs DD
+100.9%
+54.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | -0.8% |
| 30D | +0.6% | +20.7% | -20.1% | -8.3% |
| 3M | -6.2% | +11.3% | -17.5% | -11.3% |
| 6M | -0.8% | +6.0% | -6.7% | -4.2% |
| YTD | +14.8% | +31.7% | -16.9% | -1.1% |
| 1Y | +16.1% | +32.2% | -16.1% | -0.2% |
| 3Y | +71.5% | +92.7% | -21.1% | +19.0% |
| 5Y | +25.8% | +72.1% | -46.4% | -9.5% |
| 10Y | +155.4% | +99.7% | +55.8% | +53.3% |
| All | +155.4% | +100.9% | +54.5% | +53.3% |
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