+166.9%
IWM vs DRI
+350.3%
-183.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | +4.0% | +9.5% | -5.5% | +0.1% |
| 6M | +17.9% | +6.5% | +11.5% | +14.4% |
| YTD | +20.2% | +18.4% | +1.8% | +11.7% |
| 1Y | +25.0% | +4.2% | +20.8% | +21.3% |
| 3Y | +66.0% | +57.1% | +8.9% | +36.5% |
| 5Y | +40.0% | +70.4% | -30.4% | +10.5% |
| 10Y | +166.9% | +354.0% | -187.2% | +42.8% |
| All | +166.9% | +350.3% | -183.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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