+995.1%
IWM vs DKS
+6,856.2%
-5,861.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.1% |
| 7D | +0.3% | +9.4% | -9.1% | -2.4% |
| 30D | +0.6% | +9.8% | -9.2% | -2.4% |
| 3M | -6.2% | -29.3% | +23.1% | +1.0% |
| 6M | -0.8% | -32.6% | +31.8% | +7.8% |
| YTD | +14.8% | -22.6% | +37.3% | +19.1% |
| 1Y | +16.1% | -29.8% | +46.0% | +23.9% |
| 3Y | +71.5% | +43.2% | +28.3% | +41.3% |
| 5Y | +25.8% | +29.8% | -4.1% | +1.0% |
| 10Y | +155.4% | +236.7% | -81.3% | +32.7% |
| All | +995.1% | +6,856.2% | -5,861.1% | +177.3% |
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