+64.2%
IWM vs EL
+3.8%
+60.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -1.5% | +16.5% | -18.0% | -4.4% |
| 3M | -8.0% | +29.2% | -37.2% | -12.8% |
| 6M | -4.1% | +27.9% | -32.0% | -9.3% |
| YTD | +11.9% | +6.2% | +5.7% | +8.6% |
| 1Y | +15.0% | +27.2% | -12.1% | +7.2% |
| 3Y | +64.2% | +3.2% | +61.0% | +43.8% |
| All | +64.2% | +3.8% | +60.4% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling