+25.8%
IWM vs DIS
-29.6%
+55.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | +4.4% | -4.1% | -1.5% |
| 30D | +0.6% | +10.3% | -9.7% | -3.5% |
| 3M | -6.2% | +15.5% | -21.8% | -12.0% |
| 6M | -0.8% | +11.2% | -12.0% | -5.7% |
| YTD | +14.8% | +5.6% | +9.2% | +10.9% |
| 1Y | +16.1% | +7.7% | +8.4% | +11.0% |
| 3Y | +71.5% | +39.3% | +32.2% | +40.8% |
| 5Y | +25.8% | -29.5% | +55.3% | +38.4% |
| All | +25.8% | -29.6% | +55.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling