+40.0%
IWM vs DT
-28.6%
+68.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | -2.3% | +2.7% | -5.0% | -3.2% |
| 3M | +4.0% | +20.0% | -16.0% | -1.7% |
| 6M | +17.9% | +28.0% | -10.1% | +8.3% |
| YTD | +20.2% | +16.0% | +4.2% | +13.1% |
| 1Y | +25.0% | +0.7% | +24.2% | +22.4% |
| 3Y | +66.0% | +6.2% | +59.8% | +56.9% |
| 5Y | +40.0% | -28.1% | +68.2% | +36.4% |
| All | +40.0% | -28.6% | +68.7% | +36.4% |
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 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