+741.9%
IWM vs DRI
+3,745.6%
-3,003.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -2.0% | +2.8% | -4.8% | -3.0% |
| 30D | -1.5% | +13.3% | -14.7% | -5.7% |
| 3M | -8.0% | +8.2% | -16.2% | -10.8% |
| 6M | -4.1% | +17.5% | -21.6% | -10.1% |
| YTD | +11.9% | +26.9% | -15.0% | +1.7% |
| 1Y | +15.0% | +31.6% | -16.5% | +3.1% |
| 3Y | +64.2% | +67.0% | -2.8% | +33.5% |
| 5Y | +20.4% | +72.9% | -52.5% | -4.1% |
| 10Y | +168.0% | +371.3% | -203.3% | +38.4% |
| All | +741.9% | +3,745.6% | -3,003.6% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling