+20.7%
IWM vs DG
-33.5%
+54.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -1.5% | +9.5% | -11.0% | -2.6% |
| 3M | -8.0% | +5.5% | -13.5% | -8.7% |
| 6M | -4.1% | +16.1% | -20.2% | -6.1% |
| YTD | +11.9% | +2.7% | +9.3% | +10.9% |
| 1Y | +15.0% | +42.1% | -27.1% | +9.6% |
| 3Y | +64.2% | +19.3% | +44.9% | +56.3% |
| All | +20.7% | -33.5% | +54.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling