+808.3%
IWM vs DINO
+40,814.7%
-40,006.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | +5.7% | -5.6% | -1.3% |
| 30D | -1.3% | +27.8% | -29.1% | -7.2% |
| 3M | +1.6% | +45.6% | -44.0% | -7.9% |
| 6M | +13.6% | +88.5% | -74.9% | -4.2% |
| YTD | +20.8% | +134.1% | -113.4% | -4.0% |
| 1Y | +26.4% | +111.1% | -84.7% | +2.8% |
| 3Y | +60.7% | +109.1% | -48.4% | +28.4% |
| 5Y | +38.2% | +307.2% | -269.0% | -9.6% |
| 10Y | +169.5% | +495.9% | -326.5% | +45.6% |
| All | +808.3% | +40,814.7% | -40,006.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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