+39.1%
IWM vs DIS
-40.0%
+79.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | -1.3% | +3.5% | -4.7% | -2.9% |
| 3M | +1.6% | +6.8% | -5.2% | -1.7% |
| 6M | +13.6% | +3.0% | +10.6% | +11.3% |
| YTD | +20.8% | -6.7% | +27.5% | +23.1% |
| 1Y | +26.4% | -10.1% | +36.5% | +30.7% |
| 3Y | +60.7% | +33.0% | +27.6% | +33.3% |
| All | +39.1% | -40.0% | +79.1% | +64.8% |
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