+25.0%
IWM vs DIA
+17.7%
+7.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.9% |
| 7D | +1.4% | +0.1% | +1.4% | +1.3% |
| 30D | -2.3% | -2.1% | -0.2% | +0.1% |
| 3M | +4.0% | +4.2% | -0.2% | -1.4% |
| 6M | +17.9% | +11.9% | +6.1% | +2.1% |
| YTD | +20.2% | +10.8% | +9.4% | +5.0% |
| 1Y | +25.0% | +17.5% | +7.4% | 0.0% |
| All | +25.0% | +17.7% | +7.2% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling