+171.7%
IWM vs EL
+28.8%
+142.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.5% |
| 7D | -1.1% | -2.4% | +1.2% | -0.4% |
| 30D | -3.1% | +13.7% | -16.8% | -7.4% |
| 3M | +2.2% | +14.5% | -12.3% | -2.7% |
| 6M | +15.1% | +7.4% | +7.7% | +10.5% |
| YTD | +18.6% | -4.7% | +23.3% | +16.8% |
| 1Y | +24.0% | +12.9% | +11.0% | +14.6% |
| 3Y | +63.7% | -32.2% | +95.9% | +70.0% |
| 5Y | +38.2% | -68.4% | +106.6% | +93.5% |
| 10Y | +171.7% | +28.3% | +143.4% | +132.3% |
| All | +171.7% | +28.8% | +142.9% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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