+69.2%
IWM vs DT
-11.2%
+80.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -24.7% | +22.7% | +2.6% |
| 30D | -1.5% | -27.4% | +25.9% | +3.8% |
| 3M | -8.0% | -11.1% | +3.1% | -6.8% |
| 6M | -4.1% | +13.7% | -17.8% | -8.4% |
| YTD | +11.9% | +0.2% | +11.7% | +10.0% |
| 1Y | +15.0% | -5.7% | +20.7% | +15.1% |
| All | +69.2% | -11.2% | +80.4% | +62.7% |
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