+144.3%
IWM vs DELL
+2,866.9%
-2,722.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +2.8% | +17.1% | -14.4% | -1.1% |
| 30D | +0.6% | -35.1% | +35.7% | +9.8% |
| 3M | -7.8% | -23.3% | +15.5% | -4.1% |
| 6M | -1.0% | +55.8% | -56.8% | -17.1% |
| YTD | +13.9% | +198.0% | -184.1% | -22.1% |
| 1Y | +15.4% | +166.6% | -151.1% | -18.7% |
| 3Y | +70.2% | +427.6% | -357.4% | -13.4% |
| 5Y | +23.7% | +630.6% | -607.0% | -46.6% |
| All | +144.3% | +2,866.9% | -2,722.6% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling