+18.9%
IWM vs DLR
+11.0%
+8.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.8% |
| 7D | +1.0% | +2.8% | -1.9% | +0.2% |
| 30D | +0.2% | +2.8% | -2.6% | -0.6% |
| 3M | -5.6% | -4.0% | -1.6% | -4.7% |
| 6M | +2.7% | -5.6% | +8.3% | +4.8% |
| YTD | +16.2% | +21.9% | -5.8% | +8.8% |
| 1Y | +18.9% | +13.0% | +5.9% | +14.7% |
| All | +18.9% | +11.0% | +8.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling