+26.4%
IWM vs DG
+23.4%
+3.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | +8.4% | -8.3% | -0.9% |
| 30D | -1.3% | +4.9% | -6.2% | -1.9% |
| 3M | +1.6% | +29.3% | -27.7% | -2.1% |
| 6M | +13.6% | -11.3% | +24.8% | +15.2% |
| YTD | +20.8% | +1.8% | +19.0% | +20.0% |
| 1Y | +26.4% | +25.3% | +1.1% | +20.2% |
| All | +26.4% | +23.4% | +3.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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