+66.0%
IWM vs DELL
+707.5%
-641.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.7% |
| 7D | +1.4% | +25.6% | -24.2% | -1.7% |
| 30D | -2.3% | +17.7% | -19.9% | -4.6% |
| 3M | +4.0% | +33.4% | -29.5% | -0.8% |
| 6M | +17.9% | +266.2% | -248.3% | -5.2% |
| YTD | +20.2% | +328.0% | -307.8% | -6.4% |
| 1Y | +25.0% | +339.6% | -314.6% | -3.7% |
| 3Y | +66.0% | +694.6% | -628.6% | +11.8% |
| All | +66.0% | +707.5% | -641.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling