+174.9%
IWM vs DELL
+4,626.3%
-4,451.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +0.1% | +14.9% | -14.8% | -3.5% |
| 30D | -1.3% | +13.3% | -14.5% | -4.8% |
| 3M | +1.6% | +24.4% | -22.8% | -5.3% |
| 6M | +13.6% | +258.0% | -244.5% | -22.5% |
| YTD | +20.8% | +320.2% | -299.4% | -22.2% |
| 1Y | +26.4% | +319.1% | -292.6% | -19.2% |
| 3Y | +60.7% | +706.5% | -645.8% | -25.1% |
| 5Y | +38.2% | +1,071.9% | -1,033.7% | -46.2% |
| 10Y | +169.5% | +4,683.5% | -4,514.0% | -33.1% |
| All | +174.9% | +4,626.3% | -4,451.4% | -31.8% |
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 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