+63.3%
IWM vs DGX
+96.8%
-33.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | +2.2% | +15.6% | -13.4% | -0.4% |
| 6M | +15.1% | +17.8% | -2.7% | +11.7% |
| YTD | +18.6% | +37.5% | -18.9% | +11.1% |
| 1Y | +24.0% | +31.2% | -7.2% | +17.2% |
| All | +63.3% | +96.8% | -33.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling