+808.3%
IWM vs DIS
+252.6%
+555.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | -1.3% | +3.5% | -4.7% | -3.1% |
| 3M | +1.6% | +6.8% | -5.2% | -2.3% |
| 6M | +13.6% | +3.0% | +10.6% | +10.9% |
| YTD | +20.8% | -6.7% | +27.5% | +23.2% |
| 1Y | +26.4% | -10.1% | +36.5% | +31.0% |
| 3Y | +60.7% | +33.0% | +27.6% | +32.6% |
| 5Y | +38.2% | -40.0% | +78.2% | +66.6% |
| 10Y | +169.5% | +21.1% | +148.4% | +116.1% |
| All | +808.3% | +252.6% | +555.7% | +244.2% |
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