+143.5%
IWM vs DIS
+32.4%
+111.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.4% | +1.9% | -0.5% | +0.5% |
| 30D | +2.3% | +9.2% | -6.9% | -1.8% |
| 3M | -8.3% | +13.5% | -21.8% | -13.9% |
| 6M | -1.3% | +14.3% | -15.6% | -8.0% |
| YTD | +13.5% | +5.4% | +8.1% | +9.2% |
| 1Y | +18.4% | +12.2% | +6.2% | +10.4% |
| 3Y | +69.6% | +37.2% | +32.4% | +38.9% |
| 5Y | +23.3% | -23.1% | +46.4% | +32.6% |
| All | +143.5% | +32.4% | +111.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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