+808.3%
IWM vs DE
+4,943.1%
-4,134.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +10.0% | -9.9% | -4.2% |
| 30D | -1.3% | +13.3% | -14.6% | -7.0% |
| 3M | +1.6% | +17.5% | -15.9% | -6.2% |
| 6M | +13.6% | +13.6% | 0.0% | +5.9% |
| YTD | +20.8% | +49.8% | -29.0% | -1.4% |
| 1Y | +26.4% | +47.9% | -21.5% | +3.5% |
| 3Y | +60.7% | +72.5% | -11.8% | +20.8% |
| 5Y | +38.2% | +90.2% | -52.0% | -3.7% |
| 10Y | +169.5% | +865.4% | -695.9% | -13.0% |
| All | +808.3% | +4,943.1% | -4,134.8% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling