+808.3%
IWM vs DTE
+1,323.8%
-515.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -1.3% | -2.6% | +1.3% | 0.0% |
| 3M | +1.6% | -3.9% | +5.5% | +3.3% |
| 6M | +13.6% | -7.9% | +21.5% | +17.7% |
| YTD | +20.8% | +7.2% | +13.6% | +15.4% |
| 1Y | +26.4% | +3.1% | +23.3% | +23.1% |
| 3Y | +60.7% | +47.6% | +13.1% | +27.4% |
| 5Y | +38.2% | +32.7% | +5.5% | +14.2% |
| 10Y | +169.5% | +138.8% | +30.7% | +54.2% |
| All | +808.3% | +1,323.8% | -515.5% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling