+733.6%
IWM vs DIS
+292.5%
+441.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.9% |
| 7D | -4.6% | +5.7% | -10.3% | -7.2% |
| 30D | -3.7% | +12.7% | -16.4% | -9.2% |
| 3M | -9.4% | +15.2% | -24.6% | -15.8% |
| 6M | -3.6% | +17.6% | -21.2% | -12.0% |
| YTD | +10.8% | +3.8% | +7.0% | +7.1% |
| 1Y | +11.9% | +6.8% | +5.1% | +6.3% |
| 3Y | +60.6% | +42.1% | +18.4% | +28.2% |
| 5Y | +19.2% | -31.2% | +50.4% | +34.2% |
| 10Y | +165.3% | +37.6% | +127.7% | +99.3% |
| All | +733.6% | +292.5% | +441.2% | +199.0% |
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