+741.9%
IWM vs DD
+420.4%
+321.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -2.0% | +4.6% | -6.6% | -4.1% |
| 30D | -1.5% | +11.8% | -13.2% | -6.4% |
| 3M | -8.0% | +2.2% | -10.2% | -9.2% |
| 6M | -4.1% | -1.6% | -2.5% | -4.1% |
| YTD | +11.9% | +23.0% | -11.1% | +0.8% |
| 1Y | +15.0% | +26.9% | -11.9% | +2.1% |
| 3Y | +64.2% | +77.9% | -13.7% | +22.6% |
| 5Y | +20.4% | +59.9% | -39.5% | -7.0% |
| 10Y | +168.0% | +90.1% | +77.9% | +79.3% |
| All | +741.9% | +420.4% | +321.5% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling