+69.6%
IWM vs DE
+88.0%
-18.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.3% | +3.6% | -1.3% | +1.1% |
| 3M | -8.3% | +10.2% | -18.6% | -11.6% |
| 6M | -1.3% | +16.6% | -17.9% | -7.2% |
| YTD | +13.5% | +45.8% | -32.3% | -4.1% |
| 1Y | +18.4% | +43.9% | -25.5% | +0.3% |
| 3Y | +69.6% | +89.6% | -20.0% | +24.0% |
| All | +69.6% | +88.0% | -18.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling