+23.8%
IWM vs DIS
-23.4%
+47.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | +2.3% | +9.2% | -6.9% | -1.5% |
| 3M | -8.3% | +13.5% | -21.8% | -13.4% |
| 6M | -1.3% | +14.3% | -15.6% | -7.4% |
| YTD | +13.5% | +5.4% | +8.1% | +9.8% |
| 1Y | +18.4% | +12.2% | +6.2% | +11.1% |
| 3Y | +69.6% | +37.2% | +32.4% | +39.7% |
| All | +23.8% | -23.4% | +47.1% | +40.6% |
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