+16.1%
IWM vs DIS
+8.8%
+7.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +0.3% | +4.4% | -4.1% | -0.6% |
| 30D | +0.6% | +10.3% | -9.7% | -1.5% |
| 3M | -6.2% | +15.5% | -21.8% | -9.2% |
| 6M | -0.8% | +11.2% | -12.0% | -2.8% |
| YTD | +14.8% | +5.6% | +9.2% | +12.5% |
| 1Y | +16.1% | +7.7% | +8.4% | +13.0% |
| All | +16.1% | +8.8% | +7.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling