+40.0%
IWM vs ESI
+77.4%
-37.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +1.4% | +5.4% | -4.0% | -0.9% |
| 30D | -2.3% | -4.2% | +1.9% | -0.7% |
| 3M | +4.0% | -9.6% | +13.6% | +6.8% |
| 6M | +17.9% | +18.3% | -0.4% | +4.9% |
| YTD | +20.2% | +45.8% | -25.6% | -4.8% |
| 1Y | +25.0% | +39.2% | -14.2% | +0.8% |
| 3Y | +66.0% | +86.3% | -20.3% | +10.9% |
| 5Y | +40.0% | +76.2% | -36.2% | -6.5% |
| All | +40.0% | +77.4% | -37.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESI 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling