+38.2%
IWM vs DGX
+59.5%
-21.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -2.5% | -3.5% | +0.9% | -1.6% |
| 30D | -4.4% | -2.7% | -1.7% | -3.7% |
| 3M | +2.2% | +13.9% | -11.6% | -1.5% |
| 6M | +14.0% | +16.0% | -2.0% | +9.1% |
| YTD | +17.4% | +34.9% | -17.6% | +6.9% |
| 1Y | +22.9% | +30.6% | -7.6% | +13.0% |
| 3Y | +62.1% | +93.0% | -30.9% | +27.7% |
| 5Y | +38.2% | +64.4% | -26.3% | +9.9% |
| All | +38.2% | +59.5% | -21.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling