+25.7%
IWM vs DT
+0.8%
+24.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +1.6% |
| 30D | -2.3% | +2.7% | -5.0% | -2.4% |
| 3M | +4.0% | +20.0% | -16.0% | +2.8% |
| 6M | +17.9% | +28.0% | -10.1% | +16.4% |
| YTD | +20.2% | +16.0% | +4.2% | +20.7% |
| All | +25.7% | +0.8% | +24.9% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling