+531.8%
IWM vs DG
+606.1%
-74.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.1% | +8.4% | -8.3% | -1.7% |
| 30D | -1.3% | +4.9% | -6.2% | -2.4% |
| 3M | +1.6% | +29.3% | -27.7% | -4.3% |
| 6M | +13.6% | -11.3% | +24.8% | +15.8% |
| YTD | +20.8% | +1.8% | +19.0% | +19.2% |
| 1Y | +26.4% | +25.3% | +1.1% | +18.5% |
| 3Y | +60.7% | +9.1% | +51.6% | +49.2% |
| 5Y | +38.2% | -34.9% | +73.1% | +45.5% |
| 10Y | +169.5% | +108.2% | +61.3% | +101.4% |
| All | +531.8% | +606.1% | -74.2% | +206.2% |
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