+20.0%
IWM vs DD
+58.5%
-38.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -2.0% | +4.6% | -6.6% | -4.3% |
| 30D | -1.5% | +11.8% | -13.2% | -6.8% |
| 3M | -8.0% | +2.2% | -10.2% | -9.3% |
| 6M | -4.1% | -1.6% | -2.5% | -4.0% |
| YTD | +11.9% | +23.0% | -11.1% | -0.7% |
| 1Y | +15.0% | +26.9% | -11.9% | +0.4% |
| 3Y | +64.2% | +77.9% | -13.7% | +15.9% |
| All | +20.0% | +58.5% | -38.4% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling