+166.9%
IWM vs DIA
+246.5%
-79.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.8% |
| 7D | +1.4% | +0.1% | +1.4% | +1.3% |
| 30D | -2.3% | -2.1% | -0.2% | 0.0% |
| 3M | +4.0% | +4.2% | -0.2% | -0.7% |
| 6M | +17.9% | +11.9% | +6.1% | +4.1% |
| YTD | +20.2% | +10.8% | +9.4% | +7.3% |
| 1Y | +25.0% | +17.5% | +7.4% | +4.7% |
| 3Y | +66.0% | +59.9% | +6.0% | +0.4% |
| 5Y | +40.0% | +64.1% | -24.1% | -16.7% |
| 10Y | +166.9% | +246.2% | -79.3% | -32.7% |
| All | +166.9% | +246.5% | -79.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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