+26.7%
IWM vs DOC
-22.8%
+49.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.2% |
| 7D | +1.0% | +8.7% | -7.8% | -2.6% |
| 30D | +0.2% | +7.6% | -7.4% | -3.0% |
| 3M | -5.6% | -5.3% | -0.4% | -3.7% |
| 6M | +2.7% | +27.6% | -24.9% | -9.3% |
| YTD | +16.2% | +32.4% | -16.2% | +0.1% |
| 1Y | +18.9% | +22.9% | -3.9% | +6.3% |
| 3Y | +68.3% | +43.1% | +25.2% | +35.5% |
| 5Y | +26.7% | -21.4% | +48.0% | +41.5% |
| All | +26.7% | -22.8% | +49.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling