+40.0%
IWM vs DG
-37.3%
+77.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | 0.0% |
| 7D | +1.4% | -2.5% | +3.9% | +1.7% |
| 30D | -2.3% | +1.0% | -3.3% | -2.5% |
| 3M | +4.0% | +20.3% | -16.4% | +1.5% |
| 6M | +17.9% | -11.7% | +29.7% | +19.2% |
| YTD | +20.2% | -2.3% | +22.5% | +20.0% |
| 1Y | +25.0% | +20.0% | +5.0% | +21.4% |
| 3Y | +66.0% | +7.2% | +58.7% | +61.0% |
| 5Y | +40.0% | -37.9% | +78.0% | +51.0% |
| All | +40.0% | -37.3% | +77.3% | +51.0% |
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