+770.9%
IWM vs DRI
+3,789.6%
-3,018.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +1.9% | +14.7% | -12.8% | -2.9% |
| 3M | -5.7% | +5.4% | -11.1% | -7.8% |
| 6M | -0.3% | +18.8% | -19.1% | -6.8% |
| YTD | +15.8% | +28.4% | -12.6% | +4.8% |
| 1Y | +17.1% | +37.7% | -20.6% | +3.3% |
| 3Y | +73.1% | +68.0% | +5.1% | +40.4% |
| 5Y | +25.9% | +78.8% | -52.9% | -0.8% |
| 10Y | +151.9% | +334.2% | -182.2% | +33.7% |
| All | +770.9% | +3,789.6% | -3,018.7% | +157.9% |
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