+741.9%
IWM vs DIA
+770.1%
-28.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.0% |
| 30D | -1.5% | +0.3% | -1.7% | -1.8% |
| 3M | -8.0% | -4.5% | -3.5% | -3.3% |
| 6M | -4.1% | +3.4% | -7.5% | -7.6% |
| YTD | +11.9% | +7.8% | +4.2% | +3.0% |
| 1Y | +15.0% | +10.7% | +4.3% | +2.8% |
| 3Y | +64.2% | +57.5% | +6.7% | +0.6% |
| 5Y | +20.4% | +53.7% | -33.3% | -23.3% |
| 10Y | +168.0% | +247.2% | -79.2% | -30.2% |
| All | +741.9% | +770.1% | -28.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling