+166.4%
IWM vs DHI
+414.5%
-248.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -4.6% | -5.4% | +0.9% | -2.7% |
| 3M | -0.3% | -10.4% | +10.2% | +3.2% |
| 6M | +14.7% | -2.8% | +17.5% | +14.7% |
| YTD | +17.8% | -3.4% | +21.3% | +17.5% |
| 1Y | +21.2% | -22.9% | +44.1% | +30.7% |
| 3Y | +62.3% | +20.7% | +41.7% | +41.6% |
| 5Y | +38.7% | +62.1% | -23.4% | +4.2% |
| All | +166.4% | +414.5% | -248.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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