+165.3%
IWM vs DELL
+4,034.9%
-3,869.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -2.1% |
| 30D | -4.4% | +14.9% | -19.3% | -8.1% |
| 3M | +2.2% | +37.2% | -35.0% | -7.1% |
| 6M | +14.0% | +254.0% | -240.0% | -22.2% |
| YTD | +17.4% | +306.1% | -288.8% | -23.9% |
| 1Y | +22.9% | +312.3% | -289.3% | -21.4% |
| 3Y | +62.1% | +654.0% | -592.0% | -23.3% |
| 5Y | +38.2% | +1,055.3% | -1,017.2% | -46.6% |
| All | +165.3% | +4,034.9% | -3,869.6% | -33.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling