+13.3%
IWM vs ESI
+13.3%
0.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -2.0% | -8.5% | +6.5% | 0.0% |
| 30D | -1.5% | -15.7% | +14.2% | +2.4% |
| 3M | -8.0% | -18.2% | +10.2% | -3.9% |
| 6M | -4.1% | -28.8% | +24.7% | +2.9% |
| YTD | +11.9% | +26.3% | -14.3% | -2.8% |
| All | +13.3% | +13.3% | 0.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling