+69.2%
IWM vs DG
+19.0%
+50.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | -1.5% | +9.5% | -11.0% | -2.1% |
| 3M | -8.0% | +5.5% | -13.5% | -8.4% |
| 6M | -4.1% | +16.1% | -20.2% | -5.3% |
| YTD | +11.9% | +2.7% | +9.3% | +11.3% |
| 1Y | +15.0% | +42.1% | -27.1% | +12.3% |
| All | +69.2% | +19.0% | +50.1% | +57.6% |
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