+171.7%
IWM vs DD
+64.9%
+106.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.1% |
| 7D | -1.1% | -3.8% | +2.6% | +0.7% |
| 30D | -3.1% | -9.2% | +6.1% | +1.4% |
| 3M | +2.2% | -9.0% | +11.2% | +6.6% |
| 6M | +15.1% | -5.0% | +20.0% | +17.0% |
| YTD | +18.6% | +7.4% | +11.2% | +13.0% |
| 1Y | +24.0% | +35.1% | -11.1% | +5.0% |
| 3Y | +63.7% | +43.2% | +20.5% | +31.3% |
| 5Y | +38.2% | +59.6% | -21.4% | +3.2% |
| 10Y | +171.7% | +66.5% | +105.2% | +70.8% |
| All | +171.7% | +64.9% | +106.8% | +70.8% |
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