+66.0%
IWM vs DG
+10.3%
+55.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.6% |
| 30D | -2.3% | +1.0% | -3.3% | -2.4% |
| 3M | +4.0% | +20.3% | -16.4% | +2.5% |
| 6M | +17.9% | -11.7% | +29.7% | +18.5% |
| YTD | +20.2% | -2.3% | +22.5% | +20.0% |
| 1Y | +25.0% | +20.0% | +5.0% | +23.1% |
| 3Y | +66.0% | +7.2% | +58.7% | +62.4% |
| All | +66.0% | +10.3% | +55.6% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling