+15.4%
IWM vs DELL
+166.7%
-151.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | +2.8% | +17.1% | -14.4% | +1.4% |
| 30D | +0.6% | -35.1% | +35.7% | +3.6% |
| 3M | -7.8% | -23.3% | +15.5% | -6.5% |
| 6M | -1.0% | +55.8% | -56.8% | -6.9% |
| YTD | +13.9% | +198.0% | -184.1% | -0.8% |
| 1Y | +15.4% | +166.6% | -151.1% | +3.3% |
| All | +15.4% | +166.7% | -151.2% | +3.3% |
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