+808.3%
IWM vs EL
+557.5%
+250.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -1.3% | +19.8% | -21.1% | -8.0% |
| 3M | +1.6% | +25.7% | -24.1% | -7.1% |
| 6M | +13.6% | +5.4% | +8.1% | +9.0% |
| YTD | +20.8% | +0.2% | +20.5% | +16.4% |
| 1Y | +26.4% | +20.4% | +6.0% | +13.1% |
| 3Y | +60.7% | -32.1% | +92.8% | +64.7% |
| 5Y | +38.2% | -67.2% | +105.4% | +83.8% |
| 10Y | +169.5% | +31.7% | +137.7% | +99.3% |
| All | +808.3% | +557.5% | +250.7% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling