+1,052.3%
IWM vs DKS
+6,292.4%
-5,240.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.8% |
| 30D | -1.3% | -30.5% | +29.3% | +7.4% |
| 3M | +1.6% | -35.7% | +37.3% | +12.8% |
| 6M | +13.6% | -29.7% | +43.2% | +22.2% |
| YTD | +20.8% | -28.9% | +49.6% | +29.1% |
| 1Y | +26.4% | -35.9% | +62.3% | +38.8% |
| 3Y | +60.7% | +28.2% | +32.5% | +37.3% |
| 5Y | +38.2% | +11.8% | +26.4% | +16.2% |
| 10Y | +169.5% | +211.6% | -42.1% | +43.8% |
| All | +1,052.3% | +6,292.4% | -5,240.1% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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