+105.5%
IWM vs DT
+98.4%
+7.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | +2.2% | +24.1% | -21.9% | -4.1% |
| 6M | +15.1% | +30.1% | -15.0% | +5.4% |
| YTD | +18.6% | +16.8% | +1.8% | +11.3% |
| 1Y | +24.0% | -0.1% | +24.1% | +21.3% |
| 3Y | +63.7% | +6.8% | +56.9% | +54.5% |
| 5Y | +38.2% | -28.4% | +66.6% | +37.6% |
| All | +105.5% | +98.4% | +7.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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