+741.9%
IWM vs EL
+596.8%
+145.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | -1.5% | +16.5% | -18.0% | -6.8% |
| 3M | -8.0% | +29.2% | -37.2% | -16.8% |
| 6M | -4.1% | +27.9% | -32.0% | -13.7% |
| YTD | +11.9% | +6.2% | +5.7% | +5.4% |
| 1Y | +15.0% | +27.2% | -12.1% | +1.1% |
| 3Y | +64.2% | +3.2% | +61.0% | +44.3% |
| 5Y | +20.4% | -66.0% | +86.4% | +58.1% |
| 10Y | +168.0% | +58.3% | +109.6% | +84.3% |
| All | +741.9% | +596.8% | +145.1% | +181.5% |
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