+505.8%
IWM vs DG
+632.1%
-126.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -3.0% | +2.6% | +0.3% |
| 30D | +1.9% | +8.6% | -6.7% | -0.1% |
| 3M | -5.7% | +15.0% | -20.7% | -8.9% |
| 6M | -0.3% | +32.7% | -33.0% | -6.9% |
| YTD | +15.8% | +5.5% | +10.3% | +13.1% |
| 1Y | +17.1% | +34.6% | -17.5% | +7.9% |
| 3Y | +73.1% | +24.2% | +48.8% | +55.2% |
| 5Y | +25.9% | -32.3% | +58.1% | +31.0% |
| 10Y | +151.9% | +111.1% | +40.8% | +87.4% |
| All | +505.8% | +632.1% | -126.3% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling