+166.4%
IWM vs DGX
+255.3%
-89.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -4.6% | -1.2% | -3.4% | -4.2% |
| 3M | -0.3% | +15.8% | -16.1% | -5.9% |
| 6M | +14.7% | +18.2% | -3.4% | +7.1% |
| YTD | +17.8% | +37.2% | -19.4% | +3.3% |
| 1Y | +21.2% | +30.4% | -9.1% | +8.2% |
| 3Y | +62.3% | +96.7% | -34.4% | +19.8% |
| 5Y | +38.7% | +67.2% | -28.4% | +7.9% |
| All | +166.4% | +255.3% | -89.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling