+102.3%
IWM vs DOW
-11.5%
+113.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.8% |
| 7D | +1.2% | -9.4% | +10.6% | +5.0% |
| 30D | +1.3% | +8.9% | -7.7% | -2.3% |
| 3M | -6.1% | +6.7% | -12.8% | -9.1% |
| 6M | -0.1% | -14.2% | +14.1% | +4.3% |
| YTD | +15.5% | +36.9% | -21.4% | -4.4% |
| 1Y | +18.1% | +45.8% | -27.6% | -5.4% |
| 3Y | +74.6% | -23.9% | +98.5% | +81.6% |
| 5Y | +24.6% | -30.8% | +55.4% | +34.1% |
| All | +102.3% | -11.5% | +113.8% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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