+741.9%
IWM vs DIS
+290.9%
+451.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | +5.2% | -7.3% | -4.5% |
| 30D | -1.5% | +11.5% | -12.9% | -6.6% |
| 3M | -8.0% | +11.5% | -19.5% | -13.2% |
| 6M | -4.1% | +8.9% | -13.0% | -8.9% |
| YTD | +11.9% | +3.4% | +8.5% | +8.3% |
| 1Y | +15.0% | +7.2% | +7.8% | +9.0% |
| 3Y | +64.2% | +43.3% | +20.9% | +30.6% |
| 5Y | +20.4% | -31.4% | +51.8% | +35.8% |
| 10Y | +168.0% | +37.1% | +130.9% | +101.6% |
| All | +741.9% | +290.9% | +451.0% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling