+579.5%
IWM vs DLR
+3,595.7%
-3,016.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -1.3% | -3.4% | +2.1% | 0.0% |
| 3M | +1.6% | +0.5% | +1.1% | +0.7% |
| 6M | +13.6% | +4.6% | +9.0% | +10.7% |
| YTD | +20.8% | +23.4% | -2.7% | +9.9% |
| 1Y | +26.4% | +19.0% | +7.4% | +16.4% |
| 3Y | +60.7% | +56.5% | +4.2% | +29.9% |
| 5Y | +38.2% | +33.3% | +4.9% | +16.1% |
| 10Y | +169.5% | +165.1% | +4.3% | +59.4% |
| All | +579.5% | +3,595.7% | -3,016.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling