+201.6%
IWM vs ESI
+197.1%
+4.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.6% |
| 7D | +1.2% | -3.5% | +4.7% | +2.2% |
| 30D | +1.3% | -9.3% | +10.5% | +4.1% |
| 3M | -6.1% | -12.8% | +6.7% | -2.6% |
| 6M | -0.1% | -24.6% | +24.5% | +7.5% |
| YTD | +15.5% | +32.7% | -17.2% | +1.9% |
| 1Y | +18.1% | +20.3% | -2.2% | +7.4% |
| 3Y | +74.6% | +80.2% | -5.5% | +37.6% |
| 5Y | +24.6% | +40.0% | -15.3% | +4.9% |
| 10Y | +161.3% | +310.8% | -149.5% | +61.0% |
| All | +201.6% | +197.1% | +4.5% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling