+24.0%
IWM vs DG
+17.9%
+6.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | -3.1% | +1.8% | -4.9% | -3.4% |
| 3M | +2.2% | +14.5% | -12.3% | +0.1% |
| 6M | +15.1% | -13.6% | +28.6% | +17.0% |
| YTD | +18.6% | -4.8% | +23.4% | +18.8% |
| 1Y | +24.0% | +21.6% | +2.4% | +18.2% |
| All | +24.0% | +17.9% | +6.1% | +18.2% |
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