+163.6%
IWM vs DELL
+3,274.2%
-3,110.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.8% | -10.9% | -1.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | +1.9% | -35.1% | +37.0% | +11.2% |
| 3M | -5.7% | -15.1% | +9.4% | -4.4% |
| 6M | -0.3% | +51.7% | -52.0% | -15.9% |
| YTD | +15.8% | +200.0% | -184.2% | -20.7% |
| 1Y | +17.1% | +172.1% | -155.1% | -17.9% |
| 3Y | +73.1% | +431.2% | -358.1% | -11.6% |
| 5Y | +25.9% | +633.1% | -607.2% | -45.2% |
| 10Y | +151.9% | +2,886.3% | -2,734.4% | -32.4% |
| All | +163.6% | +3,274.2% | -3,110.6% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling