+26.6%
IWM vs DOW
-30.8%
+57.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.6% |
| 7D | +1.2% | -9.4% | +10.6% | +4.1% |
| 30D | +1.3% | +8.9% | -7.7% | -1.5% |
| 3M | -6.1% | +6.7% | -12.8% | -8.5% |
| 6M | -0.1% | -14.2% | +14.1% | +3.7% |
| YTD | +15.5% | +36.9% | -21.4% | -3.2% |
| 1Y | +18.1% | +45.8% | -27.6% | -4.0% |
| 3Y | +74.6% | -23.9% | +98.5% | +88.0% |
| All | +26.6% | -30.8% | +57.4% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling