+143.5%
IWM vs DIA
+235.1%
-91.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | +2.1% | -0.7% | -0.9% |
| 30D | +2.3% | +1.5% | +0.8% | +0.6% |
| 3M | -8.3% | -2.4% | -5.9% | -5.8% |
| 6M | -1.3% | +6.0% | -7.3% | -7.5% |
| YTD | +13.5% | +10.1% | +3.4% | +2.1% |
| 1Y | +18.4% | +11.8% | +6.6% | +4.7% |
| 3Y | +69.6% | +59.7% | +9.9% | +2.9% |
| 5Y | +23.3% | +57.9% | -34.6% | -23.6% |
| All | +143.5% | +235.1% | -91.5% | -32.6% |
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