+143.5%
IWM vs DTE
+152.1%
-8.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.4% | +3.4% | -2.0% | -0.1% |
| 30D | +2.3% | +8.9% | -6.6% | -1.7% |
| 3M | -8.3% | +1.1% | -9.4% | -8.9% |
| 6M | -1.3% | +0.1% | -1.4% | -1.8% |
| YTD | +13.5% | +11.1% | +2.5% | +7.0% |
| 1Y | +18.4% | +4.9% | +13.5% | +14.6% |
| 3Y | +69.6% | +58.6% | +11.1% | +32.2% |
| 5Y | +23.3% | +47.3% | -24.0% | -1.8% |
| All | +143.5% | +152.1% | -8.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling