+791.8%
IWM vs DHI
+5,257.7%
-4,465.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | -3.1% | -5.3% | +2.2% | -1.6% |
| 3M | +2.2% | -7.8% | +10.0% | +4.3% |
| 6M | +15.1% | -5.4% | +20.4% | +16.2% |
| YTD | +18.6% | -2.7% | +21.2% | +18.1% |
| 1Y | +24.0% | -21.0% | +44.9% | +31.2% |
| 3Y | +63.7% | +22.2% | +41.5% | +47.1% |
| 5Y | +38.2% | +62.2% | -24.0% | +11.4% |
| 10Y | +171.7% | +414.3% | -242.6% | +46.5% |
| All | +791.8% | +5,257.7% | -4,465.9% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling