+159.0%
IWM vs DOC
+14.9%
+144.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.5% |
| 7D | -4.6% | +6.2% | -10.8% | -7.0% |
| 30D | -3.7% | +6.5% | -10.1% | -6.3% |
| 3M | -9.4% | -6.2% | -3.1% | -7.2% |
| 6M | -3.6% | +25.6% | -29.2% | -13.8% |
| YTD | +10.8% | +32.1% | -21.2% | -3.5% |
| 1Y | +11.9% | +20.3% | -8.4% | +1.4% |
| 3Y | +60.6% | +42.7% | +17.8% | +33.0% |
| 5Y | +19.2% | -22.2% | +41.4% | +27.0% |
| All | +159.0% | +14.9% | +144.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling