+167.5%
IWM vs EXC
+152.8%
+14.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.7% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | -3.7% | +2.5% | +0.2% |
| 3M | +1.6% | -1.3% | +2.9% | +1.7% |
| 6M | +13.6% | -9.7% | +23.3% | +17.6% |
| YTD | +20.8% | +2.9% | +17.9% | +18.0% |
| 1Y | +26.4% | +4.4% | +22.0% | +22.5% |
| 3Y | +60.7% | +22.2% | +38.5% | +41.8% |
| 5Y | +38.2% | +46.7% | -8.5% | +9.4% |
| All | +167.5% | +152.8% | +14.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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