+18.9%
IWM vs DELL
+142.0%
-123.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.8% | +10.3% | +2.1% |
| 7D | +1.0% | -24.6% | +25.6% | +3.0% |
| 30D | +0.2% | -32.5% | +32.7% | +3.0% |
| 3M | -5.6% | -20.2% | +14.6% | -4.6% |
| 6M | +2.7% | +76.5% | -73.8% | -4.7% |
| YTD | +16.2% | +198.9% | -182.8% | +1.7% |
| 1Y | +18.9% | +143.3% | -124.4% | +9.4% |
| All | +18.9% | +142.0% | -123.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 1y: compounded portfolio wealth divided by compounded DELL 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…
1y analysis · Full analysis span regression · 6 months rolling