+66.4%
IWM vs DT
+8.9%
+57.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | -1.3% | +2.0% | -3.3% | -1.8% |
| 3M | +1.6% | +20.0% | -18.4% | -2.6% |
| 6M | +13.6% | +39.3% | -25.7% | +4.1% |
| YTD | +20.8% | +19.8% | +1.0% | +15.3% |
| 1Y | +26.4% | +4.3% | +22.1% | +25.8% |
| All | +66.4% | +8.9% | +57.4% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling