+215.2%
IWM vs ESI
+224.6%
-9.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | -1.3% | -5.9% | +4.6% | +0.6% |
| 3M | +1.6% | -14.1% | +15.7% | +5.7% |
| 6M | +13.6% | +6.6% | +7.0% | +9.0% |
| YTD | +20.8% | +45.0% | -24.3% | +4.1% |
| 1Y | +26.4% | +41.5% | -15.0% | +9.6% |
| 3Y | +60.7% | +78.8% | -18.1% | +27.5% |
| 5Y | +38.2% | +70.9% | -32.7% | +10.0% |
| 10Y | +169.5% | +317.1% | -147.6% | +64.0% |
| All | +215.2% | +224.6% | -9.4% | +103.5% |
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 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