+20.7%
IWM vs DT
-43.4%
+64.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -24.7% | +22.7% | +4.8% |
| 30D | -1.5% | -27.4% | +25.9% | +6.2% |
| 3M | -8.0% | -11.1% | +3.1% | -6.2% |
| 6M | -4.1% | +13.7% | -17.8% | -9.6% |
| YTD | +11.9% | +0.2% | +11.7% | +8.4% |
| 1Y | +15.0% | -5.7% | +20.7% | +13.4% |
| 3Y | +64.2% | -8.1% | +72.3% | +59.8% |
| All | +20.7% | -43.4% | +64.1% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling