+753.8%
IWM vs DE
+4,809.4%
-4,055.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.3% | +3.6% | -1.3% | +0.7% |
| 3M | -8.3% | +10.2% | -18.6% | -12.8% |
| 6M | -1.3% | +16.6% | -17.9% | -9.1% |
| YTD | +13.5% | +45.8% | -32.3% | -6.5% |
| 1Y | +18.4% | +43.9% | -25.5% | -2.0% |
| 3Y | +69.6% | +89.6% | -20.0% | +22.0% |
| 5Y | +23.3% | +100.3% | -77.0% | -16.1% |
| 10Y | +147.0% | +760.8% | -613.8% | -16.4% |
| All | +753.8% | +4,809.4% | -4,055.6% | +29.3% |
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