+38.2%
IWM vs DELL
+1,129.8%
-1,091.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -1.1% | +8.7% | -9.9% | -2.6% |
| 30D | -3.1% | +16.9% | -20.0% | -6.2% |
| 3M | +2.2% | +40.4% | -38.2% | -5.1% |
| 6M | +15.1% | +267.1% | -252.0% | -14.5% |
| YTD | +18.6% | +329.1% | -310.5% | -15.7% |
| 1Y | +24.0% | +346.9% | -322.9% | -13.3% |
| 3Y | +63.7% | +696.6% | -632.9% | -11.3% |
| 5Y | +38.2% | +1,106.2% | -1,068.0% | -39.8% |
| All | +38.2% | +1,129.8% | -1,091.6% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling