+166.9%
IWM vs ESI
+307.6%
-140.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +1.4% | +5.4% | -4.0% | -0.8% |
| 30D | -2.3% | -4.2% | +1.9% | -0.7% |
| 3M | +4.0% | -9.6% | +13.6% | +6.9% |
| 6M | +17.9% | +18.3% | -0.4% | +6.3% |
| YTD | +20.2% | +45.8% | -25.6% | -2.1% |
| 1Y | +25.0% | +39.2% | -14.2% | +3.4% |
| 3Y | +66.0% | +86.3% | -20.3% | +17.8% |
| 5Y | +40.0% | +76.2% | -36.2% | -0.1% |
| 10Y | +166.9% | +306.8% | -139.9% | +28.8% |
| All | +166.9% | +307.6% | -140.7% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling