+15.4%
IWM vs DIA
+10.3%
+5.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | +2.8% | +1.6% | +1.2% | +1.0% |
| 30D | +0.6% | +1.2% | -0.6% | -0.7% |
| 3M | -7.8% | -2.4% | -5.4% | -5.1% |
| 6M | -1.0% | +5.7% | -6.6% | -7.6% |
| YTD | +13.9% | +9.9% | +3.9% | +0.7% |
| 1Y | +15.4% | +9.8% | +5.6% | +2.3% |
| All | +15.4% | +10.3% | +5.1% | +2.3% |
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