+165.3%
IWM vs DE
+867.0%
-701.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.5% | -2.4% | -0.2% | -1.5% |
| 30D | -4.4% | +9.7% | -14.1% | -8.7% |
| 3M | +2.2% | +21.4% | -19.1% | -7.2% |
| 6M | +14.0% | +15.0% | -1.0% | +5.5% |
| YTD | +17.4% | +46.4% | -29.1% | -4.0% |
| 1Y | +22.9% | +45.6% | -22.7% | +0.5% |
| 3Y | +62.1% | +76.8% | -14.7% | +18.4% |
| 5Y | +38.2% | +99.4% | -61.3% | -8.5% |
| All | +165.3% | +867.0% | -701.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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