+25.7%
IWM vs DD
+37.2%
-11.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -2.3% | -7.4% | +5.1% | +0.3% |
| 3M | +4.0% | -6.4% | +10.4% | +6.1% |
| 6M | +17.9% | -2.5% | +20.4% | +18.3% |
| YTD | +20.2% | +10.2% | +10.0% | +15.8% |
| All | +25.7% | +37.2% | -11.5% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling