+18.4%
IWM vs DLR
+13.8%
+4.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.4% | +3.3% | -1.9% | +0.4% |
| 30D | +2.3% | +4.6% | -2.3% | +1.0% |
| 3M | -8.3% | -8.3% | 0.0% | -6.3% |
| 6M | -1.3% | -5.6% | +4.3% | +0.4% |
| YTD | +13.5% | +18.7% | -5.2% | +7.4% |
| 1Y | +18.4% | +17.1% | +1.3% | +12.4% |
| All | +18.4% | +13.8% | +4.6% | +12.4% |
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