+23.8%
IWM vs DRI
+78.6%
-54.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | +2.3% | +9.7% | -7.4% | -1.5% |
| 3M | -8.3% | +3.2% | -11.5% | -9.8% |
| 6M | -1.3% | +20.6% | -21.9% | -9.6% |
| YTD | +13.5% | +28.3% | -14.7% | +0.2% |
| 1Y | +18.4% | +34.5% | -16.1% | +2.1% |
| 3Y | +69.6% | +66.5% | +3.1% | +27.4% |
| All | +23.8% | +78.6% | -54.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling